Probability theory MOC

Probability density function

Consider a probability model (πœ‰,F,β„™). The probability density function 𝑓𝑋 of a general random variable 𝑋 β†’πœ‰ of a measure space (X,Ξ£,πœ‡) is the Radon-Nikodym derivative

𝑓𝑋=π‘‘π‘‹βˆ—β„™π‘‘πœ‡

where π‘‹βˆ—β„™ is the Pushforward measure.

Real random variable

For the simple case of a real random variable the probability density function is simply the derivative of the cumulative distribution function.

tidy | en | SemBr

Graph View

Backlinks