Probability density function

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Probability density function

The function that describes the change of certain realizations for a continuous random variable.

Probability Function

In statistics, a measure of the probable distribution of some random variable. When plotted on a chart, the area under the graph represents the probable values of the random variable. It is used in foreign exchange and equities as a means of assessing probable future market trends.
References in periodicals archive ?
t])' represents determinants of money demand, then the joint density function (Equation 3) can be factorised into the conditional density function of [m.
An open question is whether one can consistently estimate the probability density function of escape times for an ensemble of realizations even though we cannot, in general, determine the escape time for all realizations in the ensemble.
By the statistic analysis, the probability density functions of liquefaction and non-liquefaction as well as empirical equation between the safety factor and liquefaction probability of saturated sand soils are given, then the empirical equation of the cyclic resistance ratio of saturated sand CRR under the different probability is deduced.
Despite the widespread use, zonal data and the density function provide only a limited picture of changes in urban form.
We also generalize the logit rule by writing the choice density function as:
If the individual chooses the first investment, resulting wealth has the probability density function f(X).
He begins by estimating a simple employment density function for a standard monocentric city: log [y.
where f = f(p,r/w) and e = e(r,w/p) are the respective joint conditional probability density functions of p and r given w and r and w given p, defined for the non-zero marginal density functions of w and p,t(w) and n(p), as f(p,r/w) = m(p,r,w)/t(w) and e(r,w/p) = m(p,r,w)/n(p).
Thus the limits of the interval correspond to ordinates of the probability density function (pdf) of equal height.
First, the net return of assets in banks' trading accounts is denoted by [Delta]r, which follows the density function, dF([Delta]r), and banks hold capital equivalent to k.