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5 Cards in this Set
- Front
- Back
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What is a random variable?
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Over a sample space S, with a probability measure, random variable X is a real-valued function defined over the elements of S.
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What is a (cumulative) distribution function?
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The probability, expressed by a function F(x), that a random variable X will take on a value less than or equal to 'x':
F(x) = P(X<=x) |
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What is a probability density function?
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A function f(x), which integrated from 'a' to 'b' gives the probability that the corresponding random variable will take on a value on the interval from a to b.
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How are a distribution function and a probability density function related?
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The probability function is the derivative of the distribution function, and the distribution function F(x) is the integral from -∞ to 'x'.
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What is the integral of probability density function f(x) taken from -∞ to ∞
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1
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