I have been trying to wrap my head around probability density function.
Having some image enter image description here (and included below) I understand, that probability density function $\rho(x)$ indicates, for example that if interval $\rho( a, b ) > \rho( c ,d )$ there is higher probability, that random variable $X$ in in interval $\rho( c , d )$
However I find hard to find, how to build the probability density function. Every resource or tutorial i have read is about probability density function and its interpreting ( using integrals to find the probability that random variable $X$ lays in interval $(a , b )$ but now how to build $\rho( x )$ itself, its formula.
What is the way how to builds $\rho(x)$ itself? Did i also get the meaning of probability function?
Thanks for help.