Probability Density of Continuous Random Variables

If for the distribution function of a random variable, there exists a nonnegative integrable function such that for any Real numbers, there are:XF(X)f(x)x

F(x)=\int_{-\infty }^{x}f(t)dt

Then it is calledX a continuous random variable, and f(x) is called the probability density function ofX, or density for short. function.

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Origin blog.csdn.net/panghuangang/article/details/135018318