Hello! I have been having problems with understanding how the probability density function is calculated. However, at the same time, I need it urgently for my research. Well, you could start by giving me a definition of(adsbygoogle = window.adsbygoogle || []).push({});

1. Refernce measure

2. That 'E' sign(looks like an epsilon, and I sound very untechnical)

And could you define this for me:

[itex]Pr[X\in A]=\int_{A}f d\mu[/itex]

Never really learnt much about probability theory. Anyway, I am mainly asking how to do the calculations,ie I understand the first part of the equation but don't know how to calculate the second half.

**Physics Forums | Science Articles, Homework Help, Discussion**

Dismiss Notice

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Probability density function

**Physics Forums | Science Articles, Homework Help, Discussion**