continuous density function

Let X be a continuous random variable. The function fX:[0,1] defined as fX(x)=FXx, where FX(x) is the cumulative distribution functionMathworldPlanetmathPlanetmathPlanetmath ( of X, is called the continuous density function of X. Please note that if X is a continuous random variable, then fX(x) does not equal P[X=x]; for more information read the article on cumulative distribution functions.

Analogously to the discrete case, this function must satisfy:

  1. 1.

    fX(x)0 for all x

  2. 2.


Title continuous density function
Canonical name ContinuousDensityFunction
Date of creation 2013-03-22 11:53:16
Last modified on 2013-03-22 11:53:16
Owner mathcam (2727)
Last modified by mathcam (2727)
Numerical id 9
Author mathcam (2727)
Entry type Definition
Classification msc 60-00
Classification msc 81-00
Classification msc 18-00
Synonym mass function