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6 Probability Density Functions (PDFs)

6 Probability Density Functions (PDFs)

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There is an important subtlety here: a probability density is not a probability per se. For one thing, there is no requirement that p(x) ≤ 1. Moreover, the probability that x attains any one specific value out of the infinite set of possible values isR always zero, e.g. P(x = 5) = 5 5 p(x)dx = 0 for any PDF p(x).

  Functions, Probability, Density, Dfps, Probability density, 6 probability density functions

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