What is the significance of the derivative of a probability density function of a continuous random variable ?
What is the significance of the derivative of a probability density function of a continuous random variable?
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probability-theory
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4In short? None. – 2011-04-28
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1No more significance than derivatives of any other functions. For example, you might want to use the derivative to find out where the density has a maximum. – 2011-04-28
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2It's the instantaneous rate of change of probability density. – 2011-08-26