I'm new to statistics and i want to calculate the probability value from continuous random variable. From my understanding, we can achieve this by using Probability Density Function (PDF) and then calculate the probability under the curve by using Integral.
I have sample data (100 rows) with values like 0.91181, 0.91166, and so on. I use Python programming to do the calculation. Here's the PDF calculation code:
return (1. / np.sqrt(2 * 3.14 * sigma**2)) * 2.718 ** (-(x - mu) ** 2 / (2.* sigma**2))
I know that PDF doesn't give "probability" value, but it gives "density" value so it is very possible for the value to exceeds 1.
But as you can see, in my case the PDF values are really high (even more than 2500).
So is it okay if i keep using these high PDF values ? And if i want to know the probability of a random variable 'x' will be between 0,9117 and 0,9118, how do i define f(x) in this formula ?
Thanks in advance.