It is often used to mean the probability density function. For example, the density function of the normal distribution is , the probability in the interval [ a , b ] is , and the distribution function is given by . In general, the distribution function F ( x ) is expressed in the form of F(x)=a1F1 ( x ) +a2F2(x)+a3F3(x) (a1, a2, a3 ≧0, a1+a2 + a3 = 1 ) . Here , F1 ( x ) is the discrete distribution , F2 ( x ) is the singular continuous distribution , and F3 ( x ) is the distribution function corresponding to the absolutely continuous distribution in question. Source: Heibonsha World Encyclopedia, 2nd Edition Information |
確率密度関数の意味に用いられることが多い。例えば,正規分布の密度関数は,であって,区間[a,b]にある確率は,であり,また分布関数は,で与えられる。一般に,分布関数F(x)は, F(x)=a1F1(x)+a2F2(x)+a3F3(x) (a1,a2,a3≧0,a1+a2+a3=1) の形に表される。ここにF1(x)は離散型分布,F2(x)は特異な連続分布,F3(x)がいま問題にする絶対連続分布に対応する分布関数である。
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