Thursday, June 17, 2010

Probability Density Function

Probability Density Function:

The definition of a Probability Density Function is as follows:
A probability density function of a continual random variable is defined as a function that describes the relative probability for that random variable to occur at a given point within the observation space. For a continuous random variable X the probability density function is a function such that

f(x)≥0


∫ f(x)dx = 1
-∞
b
P(a≤X≤b) = ∫ f(x) dx = area under f(x) from a to b for any a and b.
a


Probability Density Function:

* The term probability distribution function has also been used to denote the probability density function, but special care be supposed to be taken around this term, since it is not standard among probablists and statisticians and in other sources.

* The probability density function of x is a function f(x) such that for two numbers a and b with a≤b if and only if X is a continuous random variable. On exceptional occasions the term probability distribution function is used to denote the probability density function.

* A random variable which has a usual distribution with a mean m=0 and a standard deviation σ=1 is referred to as Standard Normal Distribution.

Probability Density Function Normal Distribution:

* The normal distribution, which is also called as the Gaussian distribution, is the most widely used common purpose distribution. It is for this reason that it is included among the lifetime distributions generally used for reliability and life data analysis.

* There are some who argue that the normal distribution is improper for modeling lifetime data because the left-hand limit of the distribution extends to negative infinity.

* Though, provided that the distribution in question has a relatively high stand for and a relatively small standard deviation, the issue of negative failure times are supposed to not present itself as a problem.

* The term probability density includes both the probability density function in terms of probability and the product of probability amplitude in terms of mechanics.

Hope you like the above example of Probability Density Function.Please leave your comments, if you have any doubts.

No comments:

Post a Comment