Suppose the probability density function is f(x), defined over a domain D
Then the mean is E(X) = x*f(x) integrated with respect to x over D.
Calculate E(X2) = x2*f(x) integrated with respect to x over D.
Then Variance(X) = E(X2) - [E(X)]2
and Standard Deviation = sqrt(Variance).
Chat with our AI personalities
The Gaussian "Bell" Curve has probability density function: f(x)= exp{-((x-mu)2/(2*sigma2)) } / (sigma*sqrt(2*pi)) where mu=mean & sigma=standard deviation
probability density distribution
Probability Density Function
The probability density function of a random variable can be either chosen from a group of widely used probability density functions (e.g.: normal, uniform, exponential), based on theoretical arguments, or estimated from the data (if you are observing data generated by a specific density function). More material on density functions can be found by following the links below.
The probability mass function is used to characterize the distribution of discrete random variables, while the probability density function is used to characterize the distribution of absolutely continuous random variables. You might want to read more about this at www.statlect.com/prbdst1.htm (see the link below or on the right)