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Probability Density Function Concept

Probability Density Function Concept. Consider a signal that varies in time. Figure 7.8. What is the probability that the signal at a future time will reside between x and x + D x?. In-Class Example. Determine the probability that x is between 1 and 7. A consequence of this is that.

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Probability Density Function Concept

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  1. Probability Density Function Concept • Consider a signal that varies in time. Figure 7.8 • What is the probability that the signal at a future time will reside between • x and x + Dx?

  2. In-Class Example • Determine the probability that x is between 1 and 7.

  3. A consequence of this is that corrections PDF pdf Figure 7.14 Probability Distribution Function (PDF) • The probability distribution function (PDF) is related to the integral of the pdf.

  4. When the pdf is ‘normalized’ correctly: Normalization of the pdf Here, >> not normalized So, define pnew(x) = 1/3 p(x) such that

  5. Probability Density & Distribution • Determine Pr[x≤1] using the pdf and using the PDF. pdf PDF Pr[x≤1] = 0.5 / 3.0 = 1/6 = 16.7 % Fig. 7.14

  6. Integrating the pdf expressions give In-Class Example • Determine the expressions for the PDF curve, knowing that of the pdf curve.

  7. In-Class Example N2 molecules travel at speeds in this room according to the Maxwell-Boltzman speed distribution. The probability density function that describes this is: Determine the speed below which 95 % of the molecules travel.

  8. ∫→ 810 m/s In-Class Example p C = pdf PDF

  9. The Normal pdf and PDF Figure 8.4

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