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probability density

   Also found in: Encyclopedia, Wikipedia 0.01 sec.
probability density
n. Statistics In both senses also called probability distribution.
1. A function whose integral over a given interval gives the probability that the values of a random variable will fall within the interval.
2. The calculated value of a probability density.


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The observer adjusts the frequency content and amplitude of the input signals in the system with external input or chose the probability density function (PDF) in the system with unknown input.
The probability density function of a two-parameter exponential distribution is given by: f(t;[mu],[theta]) = [1/[theta]]exp{-(t-[mu])/[theta]}, t[greater than or equal to][mu] and t[greater than or equal to]0 Where: [mu] = The location parameter [theta]>0 = The scale parameter The probability distribution function is: F(t;[mu],[theta]) = 1-exp{-(t-[mu])/[theta]}.
 
 
 
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