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Unformatted text preview: , we can just add up the frequencies of all the bins in this
interval and divide it by the population size.
The pdf, f (x), gives us the probability that the random value falling into the extremely
small neighborhood around any particular value x.
Remark. Suppose that a random variable X has a probability density function f (x), then the
probability of the particular event that the random variable X falls into some interval [x1 , x2 ],
P rob(x1 < X ≤ x2 ), is measured by the area below the density function and bounded by the
interval [x1 , x2 ].
Notice that when describing the probabilities of a continuous random variable, we measure
the probability of a certain event in an “incremental” manner.
28 EC 271 Applied Statistical Methods: Lecture Notes (Leshui He) 2014 Therefore a higher density at certain outcome value x means that the probability of this
random variable X lying close to x is higher. 3.2
3.2.1 Normal Distribution (Gaussian Distribution)
Probability Distribution Function (pdf ) of Normal Distribution The probability density...
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- Fall '13