Current location - Training Enrollment Network - Mathematics courses - Probability and statistics mathematics. I want to know what the geometric meaning of probability density f(x) is, why it must be non-negative and can be greater than 1. . . ?
Probability and statistics mathematics. I want to know what the geometric meaning of probability density f(x) is, why it must be non-negative and can be greater than 1. . . ?
Because the probability of a continuous random variable at any point is zero, the probability of a small neighborhood should be considered at this point.
P(x)=f(x)dx
So f(x) is the probability that the unit length is at point X.
F(x) = df/dx is nonnegative because the probability of any region is nonnegative and f (x) is monotonous.