Probability Density Function With Python

main

The probability density function is a derivative of the distribution function, which characterizes the density with which the values of the random variable are distributed at a given point.

function

Let’s take a look at the simple example. We have distribution function and we should find the probability of falling in the interval between a and b. This probability is simply area lying under the curve from a to b. In order to find definite integral, we will use a magic function from numerical analysis domain:)

Sorry, something went wrong. Reload?
Sorry, we cannot display this file.
Sorry, this file is invalid so it cannot be displayed.
view raw pt_8_1.ipynb hosted with ❤ by GitHub

If we have distribution function only we also can find the probability of falling into the interval.

probability of falling into the interval from x to x + Δx
probability of falling into the interval from x to x + Δx

find the probability both way
find the probability both way