Validating a PDF

Probability · Axiom Academy

Step-by-step verification that a function is a valid probability density function Excellent work! You've validated a probability density function. Here's what we learned: Non-negativity: A valid PDF must be non-negative (f(x) ≥ 0) for all x in its domain. Normalization: The integral of the PDF over its entire domain must equal 1, ensuring total probability is 100%. Finding constants: If a function has an unknown constant c, we can find it by setting the integral equal to 1 and solving for c. Domain matters: Always pay attention to the domain—the PDF is zero outside the specified interval. These two properties are essential for any continuous probability distribution. Always check both when validating PDFs!

This is the written version of the interactive lesson above. See the full Probability course.