Probability Density Function (Edexcel A-Level Further Mathematics): Flashcards

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Probability Density Function
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P.D.F. total probability property

f(x)dx=1\int_{-\infty}^{\infty} f(x) \, dx = 1

P.D.F. non-negativity constraint

f(x)0f(x) \geq 0

P(X=k)P(X = k) for continuous random variable

00 (infinitely thin strip)

CDF F(x)F(x) formula

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

Meaning of F(k)F(k)

P(Xk)P(X \leq k)

F(u)F(u) at upper domain limit uu

11

F(l)F(l) at lower domain limit ll

00

PDF from CDF relation

f(x)=ddxF(x)f(x) = \frac{d}{dx}F(x)

Positive skew: Mode vs Median/Mean

Mode < Median or Mean

Negative skew: Mode vs Median/Mean

Mode > Median or Mean

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