Physics307L:Schedule/Week 5 agenda/PDF

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From wikipedia

A probability density function is any function f(x) that describes the probability density in terms of the input variable x in a manner described below.

  • f(x) is greater than or equal to zero for all values of x
  • The total area under the graph is 1:

The actual probability can then be calculated by taking the integral of the function f(x) by the integration interval of the input variable x.

For example: the probability of the variable X being within the interval [4.3,7.8] would be

For example, the continuous uniform distribution on the interval [0,1] has probability density f(x) = 1 for 0 ≤ x ≤ 1 and f(x) = 0 elsewhere. The standard normal distribution has probability density

If a random variable X is given and its distribution admits a probability density function f(x), then the expected value of X (if it exists) can be calculated as


wikipedia prob. dens. func. article

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