probability density

#1
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 Random variable in x axis.

I am not able to understand how to convert an experiments observation of continuous random variable into probability density function

Kindly help me understand with a small example

Thank you
 
Last edited:

katxt

Active Member
#3
If you know the form that your data takes, (normal say) then StatsSolver's suggestion is a good one.
If you want the PDF of your actual data and you don't know the form, then a histogram of the values is a PDF once it has been scaled for an area of 1. Say you have 2000 readings and you make a histogram. The total area under the histogram is 2000. Divide each bar by 2000 and you have a PDF.