MathLiveProbability density function
The probability density function is the derivative of the cumulative distribution function, so it gives the density of probability at each value x of a continuous random variable. Probabilities are then found by integrating f(x) over an interval.
f(x) = \frac{\mathrm{d} F(x)}{\mathrm{d} x}What the symbols mean
| probability density function evaluated at x | |
| cumulative distribution function, the probability that the random variable is at most x | |
| value of the random variable |
About this formula
- FieldStatistics
- TopicProbability distributions
- LevelUniversity
- Also calledPDF, probability density, density function, derivative of cumulative distribution function, pdf from cdf, probability function
- SourceWikidata Q207522
Write it in Obsidian
MathLive is a free visual math editor for Obsidian. Run Find a formula, type “probability density function”, and it goes into your note as editable LaTeX. You can also scan formulas from screenshots, PDFs and handwriting.