a blog
"I'm going to need about 600 bits of entropy for this. Can you go the store and pick up some playing cards for me? Let's see, six hundred divided by log-base-two fifty-two-factorial—yes, three packs should be enough."
(Later, opening them ...)
"What the—!?"
"... and when we want to look at just a subset of the variables in a joint distribution, we have to sum over all the other variables: the probability that X is blue, is equal to the probability that both X is blue and Y is blue, plus the probability that X is blue and Y is red, plus ... and so on for all the values Y could take. We call this marginalizing over Y to get the marginal distribution for X. Note that you can think about this as taking an expected value. Does that make sense?"
"Ummm ... ye-es?"
"You don't sound very confident."
"The exact referent of the word that in 'Does that make sense?' was ambiguous, because it was preceded by a long, multi-part explanation. Most of the potential referents made perfect sense, but my response had to average over all of them, hence the hesitation and uncertain tone."