STAT 35000 Lecture Notes - Lecture 4: Probability Density Function, Probability Distribution, Standard Deviation

• School: Purdue University
• Department: Statistics
• Course: STAT 35000
• Professor: Prof Findsen

Document Summary

Probability distribution function(pdf: definition: a probability distribution for a continuous random variable x is given by a smooth curve called a density curve, or probability density function (pdf). Given: x is a continuous variable, the probability that x takes on a value between a and b (a < b) Therefore it is valid: f(cid:894)x(cid:895) 0, formulae: is the area under the curve between a and b, properties: a pdf must satisfy the following conditions: = 0 since upper limit = lower limit (cid:4666)=(cid:1853)(cid:4667)= (cid:1858)(cid:4666)(cid:4667) (cid:3028)(cid:3028) (cid:3029) (cid:4666)(cid:1853)<