Friday, March 8, 2013

Learning Probability Density Functions

The Learning Probability density functions are known as Gaussian functions. A probability density function of a continues random variable is defined as a function that describes the virtual probability for that random variable to occur at a given point within the using space. The Learning of probability density functions is same for the probability distribution functions. In this article we see the learning  the definition of probability density functions and some example problem for the probability density functions.

Definition of Learning the Probability Density Functions:


Probability density function is defined as continues random variable functions f(x). this functions satisfies the following properties.

Probability functions limits between a and b

P(a≤x≤b) = ∫ a to b  f(x) . dx

A probability density function has only real for the real value.

F(x) ≥ 0

Integral of the probability density functions is 1.

∫ -oo to oo f(x) dx  = 1

Learning the fundamental properties of probability density functions:

F(x) is continues random functions

P(a<= x <b) =  P(a < x<b) = P( a< x <= b)

= P(a<=X<b) =

Where f is probability density distribution functions

In the differentional functional of the probability density functions, we have

P(x<X<=x+dx) = F(x+dx)-F(x) = dF(x)=F'(x)dx = f(x)dx

Where

X is Known as probability differential functions.


Learning the some example problems for the probability density functions:


Example 1:

If the probability density function of a random variable is given by f(x) = H (x – x^3);  0 < x <1 .find the H.

Solution:


Since ,

F(x) is the probability density functions means,

F(x)= ∫ a to b f(x) dx

Substitute the values,

H [ x^2/2 – x^4/4] limits 0 to1 = 1

H [ 1/2- 1/4] = 1

1 After simplify, We get

H= 4

Example-2

If the probability density function of a random variable is given by f(x) = H (1– x^5);  0 < x <1 .find the H.

Solution:

Since ,

F(x) is the probability density functions means,

F(x)= ∫ a to b f(x) dx

Substitute the values,

H [ x – x^6/6] limits 0 to1 = 1

H [ 1- 1/6] = 1

1 After simplify, We get

H= 6/5 = 1.2

Practice problem of  learning the probability density functions:

Problem -1:

A continuous random variable X follows the probability law, f(x) =H x (x – x^2 ), 0 < x < 1and 0 for elsewhere. Find k

Answer: H = 12

Problem -2:

A continuous random variable X follows the probability law, f(x) =H x^2 (x– x^4 ), 0 < x < 1and 0 for elsewhere. Find k

Answer: H = 9.33

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