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How to calculate probability density using observations?

Posted 2 years ago

Hi All

I am currently doing Master in data science. I came across the function PDF probability density function which is used to find cumulative probability(range) of a continuous random variable.
The PDF probability density function is plotted against probability density in y axis and Random variable in x axis.
I am not able to understand how to convert an experiments observation of continuous random variable into probability density function.
Kindly help me understand with a small example.

Thank you.

POSTED BY: naveen mani
4 Replies
Posted 2 years ago

Take a look at SmoothHistogram and SmoothKernelDistribution.

POSTED BY: Jim Baldwin
Posted 2 years ago

Hi Jim Is there any resource where I can create PDF from experimental observation manually. The following link contains experimental observation download-file

POSTED BY: naveen mani
Posted 2 years ago

You could try FindDistribution.

POSTED BY: Rohit Namjoshi
Posted 2 years ago

By "manually" do you mean in R? In Excel? Some other software package?

Or do you just want the formula for the estimated density? Note that the formula requires all of the data values.

POSTED BY: Jim Baldwin
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