Probability Density Function (PDF)

Mathematical Properties

For continuous random variables:

• $f_X(x)\ge 0$ for all $x$ (non-negative)
• ${\int }_{-\infty }^{\infty }{f}_X(x),dx=1$ (normalized)

Discrete PDF Example

Flip a coin twice and let $X$ be the number of heads. What is the prob- ability to roll $0,1$ or $2$ heads, respectively?

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