Probability density function

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Probability density function

The function that describes the change of certain realizations for a continuous random variable.
Copyright © 2012, Campbell R. Harvey. All Rights Reserved.

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.
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References in periodicals archive ?
The probability density function that describes the plate motion can then be estimated using the computed parameter p.
The probability density function of the production of matrix asphalt materials is shown in Figure 2.
The transition density function especially plays a key role in the analysis of continuous-time diffusion models.
Suppose there is a density function controlled by the parameter vector [lambda], where the function L([lambda]|X) is called the likelihood function and is the parameter [lambda] function parameter determined by the observation vector X:
Gavriliadis, "The truncated Hausdorff moment problem solved by using kernel density functions," Probabilistic Engineering Mechanics, vol.
Figure 3 displays some of the possible shapes of the density function of the EOFW distribution.
Changing [mathematical expression not reproducible], the density function reduces to Equation 24:
To solve for turbulent flow without closely associated defferent dynamical mechanics, a probability density function method is adopted to describe the pulsating intensity of velocity of fluid particles in this study.
This model revealed three properties of growth: separability, self-similarity and a Gaussian branch density function. Separability means that growth in one spatial direction is independent of growth in other directions.
To facilitate the damage analysis and distinguish between extreme/rare events and the spectral events, the concept of a damage density function is proposed and some analysis results are discussed.
Saarloos[3] shown that the density function (mass, momentum and energy fields) obeys a Liouville equation for hydrodynamics ideal fluid.