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Marginalising?

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I've been reading some papers and books regarding use of probability/statistical theory with respect to motion sythensis. One concept that all these sources seems to assume you know is that of marginalising of probability distribution. Can anyone tell what exactly does "marginalising" means? As far as I can tell it seems to refer integrating a probability density function but this explanation breaks down for some of the stuff I have been seeing. any help will be appreciated.

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