For i = 1, 2,..., n, let f X i (x i) be the probability density function associated with variable X i alone. This is called the marginal density function, and can be deduced from the probability density associated with the random variables X 1,..., X n by integrating over all values of the other n − 1 variables: f X i ( x i ) = ∫ ∫ f ( x 1 , … … , x n ) d x 1 ⋯ ⋯ d x i − − 1 d x i + 1 ⋯ ⋯ d x n .