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# PDF AND PMF

Density Function

## Probability is the likelihood of an event to happen. This idea is very

common, and used frequently in the day to day life when we assess
our opportunities, transaction, and many other things. Extending this
simple concept to a larger set of events is a bit more challenging. For
example, we cannot easily figure out the chances of winning a lottery,
but it is convenient, rather intuitive, to say that there is a likelihood of
one out of six that we are going get number six in a dice thrown.

When the number of events that can take place is becoming larger, or
the number of individual possibilities is large, this rather simple idea of
probability fails. Therefore, it has to be given a solid mathematical
definition before approaching problems with higher complexity.

When the number of events that can take place in a single situation is
large, it is impossible to consider each event individually as like in the
example of the dice thrown. Hence, the whole set of events is
summarized by introducing the concept of the random variable. It is a
variable, which can assume the values of different events in that
particular situation (or the sample space). It gives a mathematical
sense to simple events in the situation, and mathematical way of
addressing the event. More precisely, a random variable is a real
value function over the elements of the sample space. The random
variables can either be discrete or continuous. They are usually
denoted by the uppercase letters of the English alphabet.

## Probability distribution function (or simply, the probability distribution)

is a function that assigns the probability values for each event; i.e. it
provides a relation to the probabilities for the values that the random
variable can take. The probability distribution function is defined for
discrete random variables.

## Probability density function is the equivalent of the probability

distribution function for the continuous random variables, gives the
likelihood of a certain random variable to assume a certain value.

## If X is a discrete random variable, the function given as f(x) = P(X = x)

for each x within the range of X is called the probability distribution
function. A function can serve as the probability distribution function if
and only if the function satisfies the following conditions.

1. f(x) 0

2. f(x) = 1

A function f(x) that is defined over the set of real numbers is called the
probability density function of the continuous random variable X, if and
only if,

a
b

too.

2. f(x) dx = 1
-
+

## Both probability distribution function and the probability density

function are used to represent the distribution of probabilities over the
sample space. Commonly, these are called probability distributions.
For statistical modeling, standard probability density functions and
probability distribution functions are derived. The normal distribution
and the standard normal distribution are examples of the continuous
probability distributions. Binomial distribution and Poisson distribution
are examples of discrete probability distributions.

## What is the difference between Probability Distribution and

Probability Density Function?

## Probability distribution function and probability density function are

functions defined over the sample space, to assign the relevant
probability value to each element.

## Probability distribution functions are defined for the discrete random

variables while probability density functions are defined for the
continuous random variables.

## Distribution of probability values (i.e. probability distributions) are

best portrayed by the probability density function and the probability
distribution function.

## The probability distribution function can be represented as values in

a table, but that is not possible for the probability density function
because the variable is continuous.

## When plotted, the probability distribution function gives a bar plot

while the probability density function gives a curve.

## The height/length of the bars of the probability distribution function

must add to 1 while the area under the curve of the probability density