Probability Density Function

#probability #interview
Probability Density Function

For defining the probability for the continuous variables, we use the probability density function.

Rather than giving the direct probability for a random variable, it gives the probability of a value to be in an infinitesimal region. We can find out the actual probability by integrating on the region range.

So to find out if the value x is in the range [a,b], we can find out that by, ∫[a,b]p(x)dx

Like, Probability Mass Function to be a probability density function there are some conditions need to be satisfied,

What are the conditions of Probability Density Function?

  1. The domain of P needs to have all the possible states/region of the random variable
  2. ∀xp(x)⩾0
  3. ∫p(x)dx=1

References

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