Densityfunktioner

Densityfunktioner, also known as probability density functions (PDFs), are fundamental concepts in probability theory and statistics. They are used to describe the likelihood of a continuous random variable taking on a given value. Unlike probability mass functions (PMFs) which apply to discrete variables, a density function does not give the probability at a specific point, but rather the probability that the variable falls within a particular range.

The integral of a density function over a given interval represents the probability that the random variable will fall within that interval. Mathematically, for a continuous random variable X with density function f(x), the probability P(a <= X <= b) is given by the definite integral of f(x) from a to b. A key property of any valid density function is that its integral over its entire domain must equal 1, signifying that the total probability of all possible outcomes is one. Additionally, density functions are always non-negative, meaning f(x) >= 0 for all x.

Common examples of density functions include the normal distribution, uniform distribution, and exponential distribution. Each of these describes different patterns of probability for continuous data and are applied in various fields such as physics, finance, and engineering. Understanding density functions is crucial for analyzing continuous data, modeling random phenomena, and making probabilistic inferences.