probability density

naveen

New Member
Hi All
I am currently doing Master in data science. I came across the function PDF probability density function which is used to find cumulative probability(range) of a continuous random variable.

The PDF probability density function is plotted against probability density in y axis and Random variable in x axis.

I am not able to understand how to convert an experiments observation of continuous random variable into probability density function

Kindly help me understand with a small example

Thank you

Last edited:

StatsSolver

New Member
The PDF is a formula. So if you can estimate the parameters of that formula from the data you will have the PDF.

katxt

Active Member
If you know the form that your data takes, (normal say) then StatsSolver's suggestion is a good one.
If you want the PDF of your actual data and you don't know the form, then a histogram of the values is a PDF once it has been scaled for an area of 1. Say you have 2000 readings and you make a histogram. The total area under the histogram is 2000. Divide each bar by 2000 and you have a PDF.