问题描述
给出高斯(正常)随机变量的均值和方差,我想计算其概率密度函数(PDF)。
我提到了这篇文章:
如何甚至有200%的概率获得均值,1.075?我在这里误解什么吗?
这不是错误。这也不是不正确的结果。概率密度函数在某些特定点的值不会给您带来概率;它衡量分布如何围绕该值进行密集。对于连续随机变量,给定点处的概率等于零。代替 p(X = x)
,我们计算两个点之间的概率 p(x1< X< x2)
,它等于该概率密度函数下方的面积。概率密度函数的值可以很好地大于1。甚至可以接近无穷大。
Given mean and variance of a Gaussian (normal) random variable, I would like to compute its probability density function (PDF).
I referred this post: Calculate probability in normal distribution given mean, std in Python,
Also the scipy docs: scipy.stats.norm
But when I plot a PDF of a curve, the probability exceeds 1! Refer to this minimum working example:
import numpy as np
import scipy.stats as stats
x = np.linspace(0.3, 1.75, 1000)
plt.plot(x, stats.norm.pdf(x, 1.075, 0.2))
plt.show()
This is what I get:
How is it even possible to have 200% probability to get the mean, 1.075? Am I misinterpreting anything here? Is there any way to correct this?
It's not a bug. It's not an incorrect result either. Probability density function's value at some specific point does not give you probability; it is a measure of how dense the distribution is around that value. For continuous random variables, the probability at a given point is equal to zero. Instead of p(X = x)
, we calculate probabilities between 2 points p(x1 < X < x2)
and it is equal to the area below that probability density function. Probability density function's value can very well be above 1. It can even approach to infinity.
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