What is Probability density: Definition and 285 Discussions
In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would equal that sample. In other words, while the absolute likelihood for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would equal one sample compared to the other sample.
In a more precise sense, the PDF is used to specify the probability of the random variable falling within a particular range of values, as opposed to taking on any one value. This probability is given by the integral of this variable's PDF over that range—that is, it is given by the area under the density function but above the horizontal axis and between the lowest and greatest values of the range. The probability density function is nonnegative everywhere, and its integral over the entire space is equal to 1.
The terms "probability distribution function" and "probability function" have also sometimes been used to denote the probability density function. However, this use is not standard among probabilists and statisticians. In other sources, "probability distribution function" may be used when the probability distribution is defined as a function over general sets of values or it may refer to the cumulative distribution function, or it may be a probability mass function (PMF) rather than the density. "Density function" itself is also used for the probability mass function, leading to further confusion. In general though, the PMF is used in the context of discrete random variables (random variables that take values on a countable set), while the PDF is used in the context of continuous random variables.
Dear all,
I was reading through the book "QFT for the gifted amateur" because I'm currently working on a popular science book about symmetries. Chapter 9 is about transformations of the wave function. On page 80 the book says
It's the second equality that confuses me: doesn't the statement...
I'm given a wave function for an electron which is given as:
For an electron in this state the kinetic energy is being measured, where the kinetic energy operator is p^2/2m. How can I find the probability (density) that an electron is found to have kinetic energy in the interval [E, E+dE]? I...
Is Quantum Mechanics a Probabilistic Forecast of nature?Someone I know told me their interpretation of QM is that QM only a probabilistic forecast of systems like electrons around atoms. I would like someone to analyse this interpretation and say if its valid or not.
According to this person we...
Probability of any random n points on a line being within a given distance
Hi,
I am a software engineer trying to solve the following problem analytically
given a line segment in cm and n random points on it
what is the probability that the distance between any 2 consecutive points on the...
It is a 1D Tonk gas consisting of ##N## particles lined up on the interval ##L##. The particles themselves have the length ##a##. Between two particles there is a gap of length ##y_i##. ##L_f## is the free length, i.e. ##L_f=L-Na##.
I have now received the following tip:
Determine the...
I am refreshing on this; ..after a long time...
Note that i do not have the solution to this problem.
I will start with part (a).
##f(u)= 3u-\dfrac{3u^2}{2k}## with limits ##0≤u≤k##
it follows that,
##3k - \dfrac{3k}{2}=1##
##\dfrac{3k}{2}=1##
##k=\dfrac {2}{3}##
For part (b)...
This is the question:
This is the ms solution- from Further Maths paper.
My question is referenced to the highlighted part. I can see they substituted for the lower limit i.e ##x=1## to get: ##F(x)=\dfrac{x^3-1}{63}##
supposing our limits were; ##2≤x≤4## would the same approach apply? Anything...
In an article written by Richard Rollleigh, published in 2010 entitled The Double Slit Experiment and Quantum Mechanics, he argues as follows:
"For something to be predictable, it must be a consistent measurement result. The positions at which individual particles land on the screen are not...
I am desperate. I've scoured the web for the formula for the probability density function for the interference pattern obtained in the double slit experiment with both slits open. So I want to know the probability density function and not the intensity function. I prefer not to have references...
Hi,
I was trying to solve the attached problem which shows its solution as well. I cannot understand how and where they are getting the equations 3.69 and 3.69A from.
Are they substituting the values of θ₁ and θ₂ into Expression 1 after performing the differentiation to get equations 3.70 and...
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...
Given a probability density distribution ##P(\vec{x})##, for what named distributions is the following true:
\begin{equation}
\begin{split}
P(\vec{x}) &= P_1(x_1) P_2(x_2) ... P_n(x_n)
\end{split}
\end{equation}
The wave function ψ(x) of a particle confined to 0 ≤ x ≤ L is given by ψ(x) = Ax, ψ(x) = 0 for x < 0 and x > L. When the wave function is normalized, the probability density at coordinate x has the value?
(A) 2x/L^2. (B) 2x^2 / L^2. (C) 2x^2 /L^3. (D) 3x^2 / L^3. (E) 3x^3 / L^3
Ans : D
Hi,
I have a question about probability transformations when the transformation function is a many-to-one function over the defined domain.
Question: How do we transform the variables when the transformation function is not a one-to-one function over the domain defined? If we have ## p(x) =...
Hi,
I have question about finding marginal distributions from 2d marginal pdfs that lead to the probabilities being greater than 1.
Question:
If we have the joint probability distribution ## f(x, y) = k \text{ for} |x| \leq 0.5 , |y| \leq 0.5 ## and 0 otherwise. I have tried to define a square...
Suppose that W(t) is just a Wiener process (i.e. a Gaussian in general). I want to know what the probability density for x, P(x), is. I started off by just assuming that I want to measure the expectation value of an observable f(x), so ##<f(x)>=\int_{W=0}^{W=t}{P(W)f(g(W))dW} \ \ ,\ \ x=g(W) ##...
First of all, I've calculated the partition function:Z=1h3∫e−βH(q,p)d3pd3q=1h3∫e−β(p22m−12mrω2)d3prdrdθdz=2πL(2mπh2β)3/2e12βmω2R2−1ω2mβThe probability of being of one particle in radius $r_0$ is:
p(r=r0)=1Z∫e−βHd3pd3q=∫1Z2πL(2mπh2β)3/2eβmrω22rdr
So I've thought that because, by definition, the...
I have the following probability density function (in Maple notation):
f (x) = (1 / ((3/2) * Pi)) * (sin (x)) ** 2 with support [0; 3 * Pi]
Now I want to transform x so that
0 -> (3/2) * Pi
and
3 * Pi -> (15/2) * Pi
and the new function is still a probability density function.
How should I...
Given the support [a, b] of a probability density function. How can I change the formula for the probability density function with a support [u, v]? Example: Given the beta distribution with support [a=0,b=1]:
$$\frac{x^{p-1} (1-x)^{q-1}}{Beta(p,q)}$$
Then the beta distribution with support...
My questions are as follows:
1. How do we find them and why do we need them?
2. What are the meanings of the mean and the median of a PDF? Are the formulae below correct?
$$\int_{a}^{median} f(x) \mathrm{d}x = \int_{median}^{b} f(x) \mathrm{d}x$$
$$\int_{a}^{mean} f(x) \cdot x \mathrm{d}x =...
This is probably a stupid question but i don't want to make a stupid mistake here, so i thought better ask: I'm starting with the simple free Schrödinger Equation ##V(x)=0## (can be 1 dim) and an initial condition where the wave function is somehow constrained to be entirely localized around a...
Show that ##v_{av}=\frac{\hbar k_2 + \hbar k_1}{2m}## is equal to ##v_{av}=\frac{\omega_2 - \omega_1}{k_2-k_1}##. Which of the identities listed above (if any) would make the sign change between ##k_2## and ##k_1##?
One can attain a "wave packet" by superposing two or more sinusoidal waves...
How do I find the probabilty density function of a variable y being y=ab, knowing the probabilty density functions of both a and b? I know how to use the method to calculate it for a/b - which gives 1/pi*(a²/b²+1) - using variable substitution and the jacobian matrix and determinant, but which...
suppose we are working on a step potential problem, and two transmitted wave functions,corresponding to one particle, are obtained. Let's name them ##|1>## and ##|2>##. How can we interpret physically the case where ##<1|2>##=##-<2|1>##? or in position...
Probability density function plays fundamental role in qunatum mechanics. I wanted to ask if there is any analogous density function in classical mechanics. Obviously if we solve Hamilton equations we get fully deterministic trajectory. But it should be possible to find function which shows...
I am reading a text which talks about the WIMP speed distribution in the galactic halo in the frame of the Sun and Earth. The point where I am stuck it is trying to explain the concept of Gravitational Focusing of WIMPs at the location of the Earth due to the gravitational well of the Sun...
I was trying a problem from Griffith's Introduction to QM. The problem was:
The needle on a broken car speedometer is free to swing, and bounces perfectly off the pins at either end, so that if you give it a flick it is equally likely to come to rest at any angle between 0 to ##\pi##.
a)Find...
I assumed to find it I would need to find the area under the graph. I also assumed that the part under x would cancel out so I would be left with 2b*10=1 if it was, in fact, true that it had to equal to one. So my final answer was (1/10)/2 nm^-1 but the actual answer was 0.0845 nm^-1/2 and I'm...
E(X) of probability density function f(x) is \int x f(x) dx
E(X2) of probability density function f(x) is \int x^2 f(x) dx
Can I generalize it to E(g(x)) of probability density function f(x) = \int g(x). f(x) dx ?
I tried to find E(5 + 10X) from pdf. I did two ways:
1. I found E(X) then using...
Hi :) Here's my problem along with what I've done.
Here is the problem:
That is the p.d.f. of a random variable X.
I have to find the cdf. I don't know which I should do so I tried it two ways. First:
$\int_{-1}^{1} \ \frac{2}{\pi(1+x^{2})} dx = {{\frac{2}{\pi} arctan(x)]}^{1}}_{-1}=1$...
Studying probabilistic density, I know that a function that is integrated between two limits presents a probability. But how should I think to solve a problem where I need to determine the probability of a particle being seen being that its moment liner is a constant value
X is a random variable that follows the Log-Normal probability density function.
n indipendent trials are carried out.
We want to know the probability density function of the random variable Y, that is defined as the average value of the “n” outcomes of the trials described above.
In the first volume of his lectures (cap. 6-5) Feynman asserts that these 2 can be the PDF of velocity and position of a particle.
Under which conditions it's possible to model velocity and position of a particle using these particular PDFs ?
ps: Is the "Heisenberg uncertainty principle"...
I would like to know the solution to Liouville equation
∂ρ/∂t=-{ρ,H}
given the initial condition
ρ(t=0)=δ(q,p)
where δ(q,p) is a dirac delta centered in some point (q,p) in phase space.
I have the feeling, but I'm not sure, that the solution is of the form
ρ(t)=δ(q(t),p(t))
where q(t) and...
Homework Statement
Hello! I'm trying to understand how to solve the following type of problems.
1) Random variables x and y are independent and uniformly distributed on the interval [0; a]. Find probability density function of a random variable z=x-y.
2) Exponentially distributed (p=exp(-x)...
Suppose we have two boxes, each containing three types of balls. On each ball there's written a number:
First box: 1, 2, 3
Second box: 4, 5, 6
We don't know how many balls of each type there are, but we know the probability of taking out a specific one, so that we can make a graph showing the...
Given two probability amplitude wavefunctions, one in position space ##\psi(r,k)## and one in wavenumber space ##\phi(r,k)##, where ##r## and ##k## are Fourier conjugates, how is it possible for the modulus squared, i.e., probability density, of BOTH wavefunctions to be normalized? It seems...
I have a model where the probability is spherically symmetric and follows an exponential law. Now I need the probability density function of this model. The problem is the singularity at the origin. How can I handle this?
P(r) = ∫p(r) dr = exp(-μr)
p(r) = dP(r)/(4πr²dr)
One way I tried to...
Hi all, I have the following query:
I understand that the "make-up" of momentum probability density ##|\tilde{\Psi}|^2## has an effect on the motion of the spatial probability density ##|\Psi|^2##. For example, a Gaussian ##|\tilde{\Psi}|^2## centred far to the right will cause ##|\Psi|^2## to...
Homework Statement
Q: A particle is in a linear superposition of two states with energies: ##E_0##& ##E_1##
$$|\phi>=A|E_0>+\frac{A}{\sqrt{3-\epsilon}}|E_1>$$
(a) What is the value of A ? Express your answer as a function of ##\epsilon##
(b) Use your expression to plot A vs ##\epsilon##
(c)...
https://www.quora.com/How-can-I-find-the-probability-density-function-of-a-continuous-random-variable-in-a-given-problem/answer/Maxime-Denis-2 How can I find the probability density function of a continuous random variable in a given problem?
A mass m swings at the end of a rope (of length L)...
Hi all
This is not a homework question but something work related which I am having difficulty understanding which I was hoping someone from the community could help me with.
I am trying to understand how to interpret & create the probability density function plot from a set of data.
For...
Homework Statement
Let X, Y, and Z have the joint probability density function f(x,y,z) = kxy2z for 0 < x, y < 1, and 0 < z < 2 (it is defined to be 0 elsewhere). Find k.
Homework Equations
Not sure how to type this in bbcode but: Integrate f(x,y,z) = kxy2z over the ranges of x (zero to...