Probability Density Function

• If X is a random variable(RV) that takes values in $S\subseteq {\mathbb{R}}^n$. PDF is a fn $f:S\to {\mathbb{R}}^{\ge 0}$ that satisfies:
  • For every subvolume $A\subseteq S$ of S, the prob $P(X\in A)$ that X gives a value in A is $P(X\in A)={\int }_{A}f(x)dx$
• Function which maps from a random process to a quantified version
  • eg. 1 when heads and 0 when tails