What exactly is Density and what am I calculating?

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This discussion focuses on the concept of "Density" in the context of probability and cumulative distribution functions (CDF). The example provided involves a continuous distribution of a machine part's lifetime, defined between (0, 40) with a density function proportional to (10x+2)-2. The probability that the part's lifetime is less than 5 is calculated to be 5/12, indicating that approximately 5 out of every 12 parts are expected to fail before reaching 5 time-units. The conversation clarifies that the term "density" refers to the probability density function, which is the derivative of the cumulative distribution function.

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semidevil
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What exactly is "Density" and what am I calculating?

So I"m doing a lot of probability problems with CDF and although I know how to calculate it, I don't quite know what I am calculating (in terms of relating it to real life situations).

Example:
lets say the lifetime of a machine part has a continuous distribution of (0,40) with a density function that is proportional to (10x+2)^-2. What is the probability that the lifetime of a part is less than 5.

So I know how to solve this: integrate, find the density, and we get a value for C. Then, we integrate again to between 0 and 5 to get the probability that it is less then 5.

First of all, what is (0, 40) when they say there is a distribution between that? what does it mean that the probability of less than 5 is 5/12 (the correct answer)?

since 5 is on the lower end of (0, 40), is it saying that the part has a very low lifetime?
 
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semidevil said:
Example:
lets say the lifetime of a machine part has a continuous distribution of (0,40) with a density function that is proportional to (10x+2)^-2. What is the probability that the lifetime of a part is less than 5.

So I know how to solve this: integrate, find the density, and we get a value for C. Then, we integrate again to between 0 and 5 to get the probability that it is less then 5.

First of all, what is (0, 40) when they say there is a distribution between that?
It means that P(0<x<40)=1
For your example, the part will certainly fail before it turns 40, but after it leaves the production line (at t=0).

what does it mean that the probability of less than 5 is 5/12 (the correct answer)?
That means that there is a 5/12 probability that the part won't turn 5.
You would expect, in a big production run, that 5 out of every 12 parts will have failed by 5 time-units after they were made.

since 5 is on the lower end of (0, 40), is it saying that the part has a very low lifetime?
That depends - if the required lifetime is only 1 time-unit, this is a long time.
It just means you'd expect almost half of them not to be really long lived.

Think cars - with careful maintenance a car can last for a century or more, but most get trashed before they are a decade old and you are lucky to get a guarantee longer than 18 months. Does that mean cars don't last very long?
 
semidevil said:
So I"m doing a lot of probability problems with CDF

You mention "density" in the title of your post. Do your materials call the CDF a "cumulative density function"? Many texts call the CDF a "cumulative distribution function". It's derivative is the "density".
 

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