What are Probability Mass Function and Probability Density Function?
Probability Mass Function:
The first function is known as the probability mass function (PMF). This function returns the probability that a random variable takes a certain value. Because the PMF returns probabilities, any PMF must have two properties.
- The value returned from a PMF must be non-negative.
- The sum across all values supporting a random variable must be one.
Probability Density Function:
PDF is a probability that a random variable, say X, will take a value equal to x. The probability density function (PDF) for any values of y and n can be computed using basic probability.
The pdf f(x) has two important properties:
- f(x)≥ 0f (x)≥0, for all x
- $ \int_{\infty }^{\infty} $ f(x)dx = 1
Example of Probability Mass Function and Probability Density Function:
The formula of pdf is:
$ f\left ( x \right )= \frac{d}{dx}F\left (x \right ) $
The formula pmf is:
A PMF equation looks like this: P(X = x).
That means “the probability that X takes on some value x”.
Owais Siddiqui
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