What is Probability density function: Definition and 128 Discussions
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample. In other words, while the absolute likelihood for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would equal one sample compared to the other sample.
In a more precise sense, the PDF is used to specify the probability of the random variable falling within a particular range of values, as opposed to taking on any one value. This probability is given by the integral of this variable's PDF over that range—that is, it is given by the area under the density function but above the horizontal axis and between the lowest and greatest values of the range. The probability density function is nonnegative everywhere, and its integral over the entire space is equal to 1.
The terms "probability distribution function" and "probability function" have also sometimes been used to denote the probability density function. However, this use is not standard among probabilists and statisticians. In other sources, "probability distribution function" may be used when the probability distribution is defined as a function over general sets of values or it may refer to the cumulative distribution function, or it may be a probability mass function (PMF) rather than the density. "Density function" itself is also used for the probability mass function, leading to further confusion. In general though, the PMF is used in the context of discrete random variables (random variables that take values on a countable set), while the PDF is used in the context of continuous random variables.
Hello!
I'm taking a mathematics course in probability and stochastic processes and we started covering the CDF (cumulative distribution function) which i understand perfectly and then the PDF (probability density function). The PDF was defined to be the derivative of the CDF. Now, the CDF is...
Suppose that h is the probability density function of a continuous random variable.
Let the joint probability density function of X, Y, and Z be
f(x,y,z) = h(x)h(y)h(z) , x,y,zER
Prove that P(X<Y<Z)=1/6
I don't know how to do this at all. This is suppose to be review since this is a...
Assume that two random variables (X,Y) are uniformly distributed on a circle with radius a. Then the joint probability density function is
f(x,y) = \frac{1}{\pi a^2}, x^2 + y^2 <= a^2
f(x,y) = 0, otherwise
Find the expected value of X.
E(X) = \int^{\infty}_{- \infty}\int^{\infty}_{-...
Let X, Y, and Z have the joint probability density function
f(x, y, z) = kx(y^2)z, for x>0, y<1, 0<z<2
find k
\int_{0}^{2}\int_{- \infty}^{1}\int_{0}^{\infty}kxy^2z dx dy dz
This integral should equal 1. Is my procedure correct so far? I don't manage to solve the integral...
(\Triangular" distributions.) Let X be a continuous random variable with prob-
ability density function f(x). Suppose that all we know about f is that a </= X </= b,
f(a) = f(b) = 0, and that there exists a value c between a and b where f is at a maxi-
mum. A natural density function to...
Homework Statement
A production line is producing cans of soda where the volume
of soda in each can produced can be thought of as (approximately) obeying a normal distribution
with mean 500ml and standard deviation 0.5ml. What percentage of the cans will have more than
499ml in them...
HI Can anybody tell me how to calculate a PDF of y, where y is a function of x, such that
y = a X*X + bX + C (i.e. a quadratic equation), and X follows the Normal Distribution X ~N(0, sigma)
Help anybody?
Thanks
I feel embarassed for asking, but is there a fast way to calculate this without using integration by parts?
\int 2e^(-2x)x^-1dx, 0 <= x < infinity
There's supposed to be some kind of trick, right?
The question is: if X is an exponential random variable with parameter \lambda = 1, compute the probability density function of the random variable Y defined by Y = \log X.
I did F_Y(y) = P \{ Y \leq y \} = P \{\log X \leq y \} = P \{ X \leq e^y \} = \int_{0}^{e^y} \lambda e^{- \lambda x} dx =...
Let the random variable X have the probability density function f(x). Suppose f(x) is
continuous over its domain and Var[X] is bounded away from zero: 0 < c < Var[X].
Claim: f(x) is bounded over its domain.
Is this claim true?
I don't think a counterexample like X ~ ChiSq_1 applies...
given that x has an exponential density function ie p(x) = exp (-x) and x(n) & x(m) are statistically independent.
Now y(n) = x(n-1)+x(n)
what is the pdf (probability density function) of y(n)
Hi, I need a verification for this question. Can some one help me?
Question: A man enters the pendulum clock shop with large number of clocks and takes a photograph. He finds that most of the pendulums were at the turning points and only a few were captured crossing the mid point. Why is it...
Homework Statement
A dial indicator has a needle that is equally likely to come to rest at an angle between 0 and Pi. Consider the y-coordinate of the needle point (projection on the vertical axis). What is the probability density function (PDF) p(y)?
Homework Equations
I know the...
Find a constant c such that f(x,y)=cx2 + e-y, -1<x<1, y>0, is a proper probability density function.
My idea:
f(y)
1
=∫ f(x,y) dx
-1
So I have found f(y), now I set the following integral equal to 1 in order to solve for c:
∞
∫ f(y) dy = 1
0
Integrating, I get something like...
ok iv have been stuck on this problem for like 30 mins it says "suppose x is a continuous random variable taking values between 0 and 2 and having the probability density function below."
the graph below shows a triangle with the coordinates (0,1) (2,0)
then it ask what is the Probably...
Q: Given f(x) = cx + (c^2)(x^2), 0<x<1.
What is c such that the above is a proper probability density function?
Solution:
1
∫ f(x) dx = 1
0
=> 2(c^2) + 3c - 6 =0
=> c= (-3 + sqrt57) / 4 or c= (-3 - sqrt57) / 4
=> Answer: c= (-3 + sqrt57) / 4 (the second one rejected)...
[b]1. Homework Statement
A vendor at a market buys mushrooms from a wholesaler for $3 a pound, and sells them for $4 a pound. The daily demand (in pounds) from custumers for the vendor;s mushrooms is a random variable X with pdf
f(x) = 1/40 if 0 (greater than) x (less than) 40 and 0...
if x is a continuous random variable from -1 to 1...how do you find c:
f(x) = c + x , -1 < x < 0
c - x, 0 < x < 1
Do I integrate each one? Where do I go from there? Thanks!
Homework Statement
This is my 1st post here, so I will do my best. The following question is part of a number of probability density functions that I have to prove. Once I have the hang of this I should be good for the rest, here is the question:
Prove that the following functions are...
Probability Density Function...Help
The probabiltiy density function of the time to failure of an electric component in hours is f(x)=e^{(-x/3000)/3000} for x > 0 and f(x) = 0 for x \leq 0 determine the probability that
a) A component last more than 1000 hours before failure
I know how...
Not really a homework question, but a problem I don't get nonetheless.
The density of fragments lying x kilometers from the center of a volcanic eruption is given by:
D(r) = 1/[sqrt(x) +2] fragments per square kilometer. To 3 decimal places, how many fragments will be found within 10...
How do I calculate the PDF of someone's earning followed by their mean and variance?
This is the question:
Given density function
f(x) = 2.5 if 0.1 < x < 0.5
0 otherwise
The person is paid by the # of jobs they finish rather than by the hour. They get 10$/job. Calculate...
Probability Density Function -- Need Help!
Hi,
Can someone please check my work if i did the problem correctly? thanks in advance.
Here is the problem:
Find the PDF of W = X + Y when X and Y have the joint PDF fx,y (x,y) = 2 for 0<=x<=y<=1, and 0 otherwise.
here is my solution...
I have a problem where there are two resistors in parallel and I need to find the equivalent resistance. R1 = X and R2 = Y, and X and Y are independent random variables, uniform over the range of 100-120.
If R equivalent = Z = XY/X+Y, what is probability density function of Z?
I have a problem where there are two resistors in parallel and I need to find the equivalent resistance. R1 = X and R2 = Y, and X and Y are independent random variables, uniform over the range of 100-120.
If R equivalent = Z = XY/X+Y, what is probability density function of Z?
Hi Guys,
I am having some trouble trying to solve a probability density function question.
...If the density function is: f(x) = 9x^3, 0 < x 1. What is the conditional probability of P(X > 0.2 | X <0.6) ??
Any help would be greatly appreciated :)
Suppose that X and Y are independent random variables, where X is normally distributed with mean 45 and standard deviation 0.5 and Y is normally distributed with mean 20 and standard deviation 0.1.
(a) Find \ P(40 \leq X \leq 50, \ 20 \leq Y \leq 25). Ans. ~0.5
(b) Find \...