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    Lect - 02 2 Distribution Functions PDF

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    This document discusses probability density functions (PDFs), which describe continuous random variables. It defines PDFs mathematically as the derivative of the cumulative distribution function. The document outlines key properties of PDFs including being non-negative, having a total area of 1, and being integrable. It provides examples of PDFs for common distributions like Gaussian, gamma and Weibull.

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    Lect - 02 2 Distribution Functions PDF

    Uploaded by

    trasakroft
    6 views23 pages
    This document discusses probability density functions (PDFs), which describe continuous random variables. It defines PDFs mathematically as the derivative of the cumulative distribution function. The document outlines key properties of PDFs including being non-negative, having a total area of 1, and being integrable. It provides examples of PDFs for common distributions like Gaussian, gamma and Weibull.

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    Lect_02 2 Distribution Functions (2) (PDF)

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    This document discusses probability density functions (PDFs), which describe continuous random variables. It defines PDFs mathematically as the derivative of the cumulative distribution function. The document outlines key properties of PDFs including being non-negative, having a total area of 1, and being integrable. It provides examples of PDFs for common distributions like Gaussian, gamma and Weibull.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    6 views23 pages

    Lect - 02 2 Distribution Functions PDF

    Uploaded by

    trasakroft
    This document discusses probability density functions (PDFs), which describe continuous random variables. It defines PDFs mathematically as the derivative of the cumulative distribution function. The document outlines key properties of PDFs including being non-negative, having a total area of 1, and being integrable. It provides examples of PDFs for common distributions like Gaussian, gamma and Weibull.

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 23

    Machine Learning for Signal Processing

    EHB 328E

    Ibraheem Shayea
    Electronics and Communication Engineering Department,
    Faculty of Electrical and Electronics Engineering
    İstanbul Teknik Üniversitesi - İTÜ
    Syllabus 2
    Distribution Functions
    (1) Distribution Functions (Introduction)
    (2) Probability Density Functions(PDF)
    (3) Probability Mass Functions (PMF)
    (4) Cumulative Distribution Function(CDF)
    Syllabus 2
    Distribution Functions
    Part 2
    Probability Density Function (PDF)

    3
    Lecture Objectives
    What you should Learn from this Lecture ?

    ❑ Understanding :

    o Concept of Probability Density Function (PDF)

    o Expression and Properties of PDF


    Outline

    ❑ What is PDF?

    ❑ Mathematical Expression

    ❑ Properties of PDF

    ❑ Examples

    5
    What is PDF?
    What is PDF?
    What is Probability Density Functions (PDF)?

    ❑ PDF stands for Probability Density Functions (PDF), which


    is considered as a probability distribution function used to describe
    a continuous RandomVariable.

    Probability Density Functions is a statistical mathematical


    expression that describes a probability distribution for a
    continuous random variable.
    Mathematical Expression
    Mathematical Expression
    PDF Function
    ❑ The function 𝒇𝑿 𝒙 is called the probability density function
    (pdf) of the continuous R.V. X.

    ❑ This definition displays the conventional notation for a PDF.

    ❑ The Probability Density Function (PDF) of a continuous


    random variable X is given by:

    𝒅𝑭𝑿 𝒙
    𝒇𝑿 𝒙 =
    𝒅𝒙

    ❑ The function 𝒇𝑿 𝒙 is the derivative of the Cumulative Distribution


    Function 𝑭𝑿 𝒙 .
    Mathematical Expression
    PDF Function

    PDF and CDF relationship for continuous random variable

    ???
    Mathematical Expression
    PDF Function

    PDF and CDF relationship for continuous random variable

    𝑥
    𝐹𝑋 𝑥 = න 𝑓𝑋 𝑡 𝑑𝑡
    −∞

    𝑭𝑿 𝒙 is the Cumulative Distribution Function (cdf)

    𝒇𝑿 𝒙 is called the probability Density Function (pdf)


    Mathematical Expression
    PDF Function
    The probability density function of continuous random variable is used to
    determine probabilities from areas as follows:

    𝒃
    𝑷 𝒂<𝑿<𝒃 = ‫𝒇 𝒂׬‬ 𝒙 𝒅𝒙

    which is the area under the curve 𝒇 𝒙 , from 𝒙 = a to 𝒙 = b

    Figure: Probability determined from the area under 𝑓(𝑥)


    Properties of PDF

    13
    Properties of PDF
    Probability Density Function
    PDF has several important properties, including:

    ❑ Non-Negative Values

    ❑ Total Area Under the Curve

    ❑ Derivative Relationship

    ❑ Integrable Function

    ❑ ….

    14
    Probability Density Functions (PDF)
    Properties Summary

    1. 𝑓𝑋 𝑥 ≥ 0 Non-Negative Values

    ∞
    2. ‫׬‬−∞ 𝑓𝑋 𝑥 𝑑𝑥 = 1 Total Area Under the Curve

    𝑑𝐹 𝑥
    3. 𝑓 𝑥 = Derivative Relationship
    𝑑𝑥

    𝑏
    4. 𝑃 𝑎 < 𝑋 ≤ 𝑏 = ‫𝑥𝑑 𝑥 𝑋𝑓 𝑎׬‬ Integrable Function
    Properties of PDF
    Further Properties

    𝑃 𝑥1 < 𝑋 ≤ 𝑥2 = 𝑃 𝑋 ≤ 𝑥2 − 𝑃 𝑋 ≤ 𝑥1

    = 𝐹𝑋 𝑥2 − 𝐹𝑋 𝑥1
    𝑥
    = ‫ 𝑥׬‬2 𝑓𝑋 𝑥 𝑑𝑥
    1
    Examples

    17
    Examples
    Example :

    Figure : Example of the Probability Density Function and Cumulative


    Distribution Function(CDF)
    Examples
    Example :

    Figure : Example of (a) The Probability Density Function and (b) Probability
    Mass Functions (PMF)
    Examples
    Example :

    Figure : Probability Density Function of Gaussian random variable


    Alberto Leon-Garcia, “Probability, Statistics, and Random Processes for Electrical Engineering”, Third Edition, University of Toronto
    Examples
    Example :

    Figure : Probability Density Function of gamma random variable.

    Alberto Leon-Garcia, “Probability, Statistics, and Random Processes for Electrical Engineering”, Third Edition, University of Toronto
    Examples
    Example :

    Figure : Probability Density Function of Weibull random variable, and


    𝛼 = 1, 𝛽 = 1, 2, 4.
    Alberto Leon-Garcia, “Probability, Statistics, and Random Processes for Electrical Engineering”, Third Edition, University of Toronto
    The End

    Thank You

    23

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