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Questions tagged [pdf]

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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Can a probability distribution value exceeding 1 be OK?

On the Wikipedia page about naive Bayes classifiers, there is this line: $p(\mathrm{height}|\mathrm{male}) = 1.5789$ (A probability distribution over 1 is OK. It is the area under the bell curve ...
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What is a density function?

I know about histograms and also know that if we connect the mid-points on the top of bars in a histogram we will get a frequency polygon. This polygon could then be 'smoothed' in a way that it ...
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Quantile intervals vs. highest posterior density intervals

I am reading a bit about Bayesian analysis, but I cannot understand the difference between the classic quantiles and the Highest Posterior Density Intervals. What is the difference between the two? I ...
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Why do a density plot and a rug plot seem to disagree?

The second peak of the density plot is large in this example. Why does the rug representation of the data--which seems to show few high values--not appear to match ...
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What does “probability distribution” mean?

I mean statements such as: "the probability distribution of X" or "its probability distribution". I am quite confused about such expressions. Could someone please explain the relationship between, ...
5k views

Deriving ordered statistics minimum cdf

Assume ${{X}_{1}}$, ${{X}_{2}}$, ${{X}_{3}}$,...,${{X}_{n}}$ are i.i.d. samples from distribution with density f, and cdf F. Let V=min( ${{X}_{1}}$, ${{X}_{2}}$, ${{X}_{3}}$,...,${{X}_{n}}$) To ...