Question

Explain the terms probability density function

Answer 1

The probability that a random variable X takes a value in the interval [t₁, t₂] (open or closed) is given by the integral of a function called the probability density function f_x(x):

P(t₁ ≤ X ≤ t₂) = `int_("t"_1)^("t"_2)  "f"_x (x)  "d"x`