Formal Definition
(This definition may be extended to any probability distribution using the measure-theoretic definition of probability.)
A random variable X with values in a measure space (usually Rn with the Borel sets as measurable subsets) has as probability distribution the measure X∗P on : the density of X with respect to a reference measure μ on is the Radon–Nikodym derivative:
That is, f is any measurable function with the property that:
for any measurable set .
Read more about this topic: Probability Density Function
Famous quotes containing the words formal and/or definition:
“The conviction that the best way to prepare children for a harsh, rapidly changing world is to introduce formal instruction at an early age is wrong. There is simply no evidence to support it, and considerable evidence against it. Starting children early academically has not worked in the past and is not working now.”
—David Elkind (20th century)
“Although there is no universal agreement as to a definition of life, its biological manifestations are generally considered to be organization, metabolism, growth, irritability, adaptation, and reproduction.”
—The Columbia Encyclopedia, Fifth Edition, the first sentence of the article on “life” (based on wording in the First Edition, 1935)