0
$\begingroup$

How do i tell if a Function is a valid Probability density function. For example let $f$ be a function defined on a set of real numbers and $f(x) = 0.3$ when $0\leq x\leq10$. For a function like this how do i tell if its a valid function when all the other values of $f$ are not defined?

do i just integrate $f$ over $[0,10]$ and if its value is $1$ or less than $1$ it is valid?

  • 2
    To be a valid PDF, it has to integrate to one and be non-negative. Your function satisfies only one of these. Which one? – 2017-01-26
  • 0
    It integrates to 3 within the limits of 0 and 10. So i am assuming it is invalid. – 2017-01-26
  • 0
    And you would be correct! – 2017-01-26

0 Answers 0