# Questions tagged [density-function]

Probability density function (PDF) of a continuous random variable gives the relative probability for each of its possible values. Use this tag for discrete probability mass functions (PMFs) too.

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### The height of the pdf is just a relative frequency: is that correct? [duplicate]

I understand that the pdf function is not a probability, and the area under the curve must sum to one. I understand that the height of the pdf function is meaningless, and it is not a probability but ...
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### What is density function produced by taking the mean of a finite number of values from a non-normal distribution?

I have a distribution described by the density function 2x*exp(-x^2). I would like to get the distribution that would by produced by taking the average of n observations drawn from this original ...
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### Find PDF from approximated MGF

I have an array of values of MGF (it is evaluated at some points). The plot of it is shown (blue curve): . Is it possible to find PDF knowing MGF in such form? I tried to fit MGF with some curve (you ...
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### Joint density of two functions of a uniformly distributed random variable

I'd like to work out $\operatorname{Cov}(\cos(2U), \cos(3U))$ where $U$ is uniformly distributed on $[0, \pi]$. I believe this involves computing $\mathbb{E}[\cos(2U)\cos(3U)]$. If so, then I first ...
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