The significance of the pdf is that
is the probability that
the r.v. is in
the interval
, written as:
This is an operational definition of .
Since
is unitless (it is a probability), then
has units of
inverse r.v. units, e.g., 1/cm or 1/s or 1/cm
,
depending on the units of x.
Figure 4
shows a typical pdf
and illustrates
the interpretation of the probability of finding the r.v. in
with
the area
under the curve
from x to x+dx.
We can also determine the probability of finding the r.v. somewhere in the
finite interval :
which, of course, is the area under the curve from x=a to x=b.
Figure 4: Typical Probability Distribution Function (pdf).