Good evening, there is some conditions that a density function must respect to be correct? My point is, for example a distribution function is defined if it satisfies three conditions: It is non-decreasing, right continous and asymptotically bounded in 0,1. There is some similar condition for density function? A density must be necessarily continous? Thank you.
Conditions for the existence of a probability density function
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probability-theory
probability-distributions
density-function
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4Nonnegative, measurable, integrates to 1. – 2017-02-20
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0With regard to the particular question of whether a density need be continuous: discontinuous densities over $\mathbb R$ are a dime a dozen. Consider the uniform density on any interval, for example. – 2017-02-20
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0Thank you For the answers. I have another (maybe obvious) question. If F(x) is not a Distribution function it can have a density? – 2017-02-20