Mathematics · Ch 11 — Probability Distributions
Probability density function from Probability distribution function
11.4.5
Probability density function from Probability distribution function
Working rule. If is the cdf of a continuous random variable , its pdf is recovered by differentiation:
At the finitely many points where two pieces of meet and the derivative is not defined (a "corner" of ), may be assigned any convenient value there without affecting any probability — since a single point never carries probability for a continuous (§11.4.1), the choice at that isolated point is immaterial to every computation. …