Probability Density Function (PDF)

It is a function that maps each value of the random variable to its corresponding probability of occurrence, describing the probability distribution of a Continuous Random Variable.

Formula:

Types:

  1. Normal distribution
  2. Exponential distribution
  3. Uniform distribution
  4. Binomial distribution
  5. Poisson distribution
  6. Gamma distribution
  7. Beta distribution
  8. Chi-squared distribution
  9. F-distribution

Notes:

  • The PDF of a continuous random variable is non-negative for all values of the variable. Meaning for all in the range of the variable
  • The PDF of a continuous random variable integrates to 1 over the entire range of the variable. Meaning