why are some distribution's pdf greater than 1 at some points x?
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an example,
>>pf=ProbDistUnivParam('rayl',0.4);
>> x=-10:0.001:10;
>> plot(x,pdf(pf,x));
(i cannot insert an image here, sorry...)
plot the pdf of Rayleigh Distribution, obviously , pdf'value is greater than 1 at x=0.5 around.
why?
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Answers (1)
the cyclist
on 14 May 2013
Edited: the cyclist
on 14 May 2013
The integral of a valid pdf must be equal to 1, but that doesn't mean the pdf itself can't be greater than 1 for some values of x. For example,
p(x) = 2 when x > 0 and x < 0.5
= 0 otherwise
is a valid pdf.
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