# Tagged Questions

PDF stands for Probability Density Function. The PDF of a variable gives the relative probability for each value of a continuous variable. Use this tag when asking about probability functions in general, whether PDFs or discrete probability mass functions.

30 views

40 views

### If $W(t)$=$r$+$1$/$s$-$t$($1$-$q$/$s$) how can I calculate the probability density function of $W(t)$?

In this formula t is the time of arrivals (random variable) of vehicles at an intersection and W(t) is estimated delay. How can I develop the probability density function of the vehicle delays given ...
20 views

### Comparing Two Kernel Density Estimates

I developing a kernel density estimate in Java for a control and test sample population given a certain treatment of the data. I am wondering the best way to test the similarity of the distributions ...
48 views

### Calculating probability of displacement using two CDFs

My knowledge of stats is fairly basic, so you please bear with me! I'm trying to calculate the CDF for the vertical displacement of a (light, small) object floating in a wave tank. I have ...
23 views

### Find parameters of Generalized Inverse Gaussian Distribution

I have a vector of numbers and I am trying to fit the data by Generalized Inverse Gaussian Distribution. My goal is to estimate the parameters $a,b,p$ which appears in the pdf function. As in the ...
49 views

18 views

### Maximizing a non-parametric Probability Density

Assume we have a set of samples and estimate the underlying distribution with a non-parametric density estimator like the Kernel Density Estimator. Lets assume with a gaussian kernel. In my case it ...
34 views

### Probability of a Point Chosen at Random in the xy-Plane

I am reviewing some of my old basic probability notes and for practice I came across a problem that was provided with a solution, but I think the solution the author provided is incorrect. I am ...
42 views

### Understanding the CDF of the Exponential from the PDF?

I was trying to get the CDF of the exponential through the pdf. I know that the relationship between the pdf and the cdf is that the pdf is the derivative $\lambda \exp(-\lambda x)$. But I don't ...
23 views

### Comparison of continuous two-dimensional state space grids across participants

Each participant completed k trials from which I obtained x and y coordinates describing a location on a Cartesian coordinate system (so, each participant has x$_1$, y$_1$, … x$_k$, y$_k$ datapoints)...
16 views

### Cumulative distribution discrepancy

The CDF of a normal variable is $P(X \leq x)$, where $X$ is a random variable. This also written as $\Phi (x)$ so if $\Phi (\cdot)$ is the normal CDF, then $\Phi (0)$ is $P(X<0) = 50 \%$ ...
42 views

### What is the density of a markov chain when its transition probabilities have densities with respect to different measures?

I have a homogenous, discrete time Markov process, $(X_n)_{n\geq 0}$, with state space $\mathbb R_+$. Its transition probabilities have a density, $f(x_n\mid x_{n-1})$, with respect to the measure \$\...