(Equations were created in Outlook then sent to WordPress by HTML email. )

My starting point is https://bintanvictor.wordpress.com/2016/06/29/probability-density-clarified-intuitively/. Look at the cross section at X=7.02. This is a 2D area, so volume (i.e. probability mass) is zero, not close to zero. Hard to work with. In order to work with a proper probability mass, I prefer a very thin but 3D “sheet” , by cutting again at X=7.02001 i.e 7.02 + deltaX. The prob mass in this sheet divided by deltaX is a number. I think it’s the marginal density value at X=7.02.

The standard formula for marginal density function is on https://www.statlect.com/glossary/marginal-probability-density-function:

How is this formula reconciled with our “sheet”? I prefer to start from our sheet, since I don’t like to deal with zero probability mass. Sheet mass divided by the thickness i.e. deltaX:

Since f(x,y) is assumed not to change with x, this expression simplifies to

Now it is same as formula [1]. The advantage of my “sheet” way is the numerator always being a sensible probability mass. The integral in the standard formula [1] doesn’t look like a probably mass to me, since the sheet has zero width.

The simplest and most visual bivariate illustration of marginal density — throwing a dart on a map of Singapore drawn on a x:y grid. Joint density is a constant (you can easily work out its value). You could immediate tell that marginal density at X=7.02 is proportional to the island’s width at X=7.02. Formula [1] would tell us that marginal density is