What is the significance of the derivative of a probability density function of a continuous random variable ?
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asked Apr 28 '11 at 16:54
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5$\begingroup$ In short? None. $\endgroup$ – Did Apr 28 '11 at 16:59
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1$\begingroup$ No more significance than derivatives of any other functions. For example, you might want to use the derivative to find out where the density has a maximum. $\endgroup$ – Robert Israel Apr 28 '11 at 17:30
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2$\begingroup$ It's the instantaneous rate of change of probability density. </tautology> $\endgroup$ – anon Aug 26 '11 at 9:49
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It reduces Lebesgue-stielgies integral to the usual Lebesgue integral in computing,which is easier.
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4$\begingroup$ +1 for spelling Lebesgue correctly, -1 for poor Stieltjes. :) $\endgroup$ – Ilmari Karonen Nov 24 '11 at 13:14
