Exercise · ZW-PROBABILITY-DENSITY-FUNCTION-008 · ★★☆ Intermediate

Which statement about a density \(f\) is true?

Choose one option.

Show answer
  • A. It can exceed 1 at a point, but the total area is 1

Explanation

A density is not a probability: for example, \(f(x)=2\) on \([0,\tfrac12]\) is a valid density and equals 2. What must be 1 is the total area.

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Review the concept: Probability density function

The density function \(f\) of a continuous random variable \(X\) is a nonnegative function such that the area under its graph over an interval is the probability \(P\) that \(X\) falls in it.

\[P(a\le X\le b)=\int_a^b f(x)\,dx\]

More practice problems: probability density function

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