CALCULUS Understanding Its Concepts and Methods

Probability density function

A probability density function
*f*
of a continuous random variable
*x*
on an interval is a nonnegative function with the following properties:

**1.** The area under
*f*(*x*)
on the interval is exactly
1.

**2.** The probability that
*x*
lies in a subinterval
[*c*,*d*]
is given by
.

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Copyright © 2006 Darel Hardy, Fred Richman, Carol Walker, Robert Wisner. All rights reserved. Except upon the express prior permission in writing, from the authors, no part of this work may be reproduced, transcribed, stored electronically, or transmitted in any form by any method.