Probability density functions, cumulative distribution functions and probabilities as integrals

What this note covers

1. Continuous probability is represented by area
2. Checking validity and finding a normalising constant
3. Calculating probabilities from the density
4. The cumulative distribution function
5. Quantiles, medians and inverse probabilities
6. Linking histograms to density models
7. From a density formula to a probability decision
8. Checking support, CDF pieces and quantiles

8 sections · 10 key terms & formulas · 6 common mistakes