- #1
rukawakaede
- 59
- 0
Hi
Could anyone show to me that:
If dt is an infinitely small number, the probability that X is included within the interval (t, t + dt) is equal to f(t) dt ,i.e.
[itex]Pr(t<X<t+dt) = f(t)dt[/itex]
where f is the probability density function.
this sentence is from wikipedia but I could not prove this to myself.
Thanks if anyone can help.
Could anyone show to me that:
If dt is an infinitely small number, the probability that X is included within the interval (t, t + dt) is equal to f(t) dt ,i.e.
[itex]Pr(t<X<t+dt) = f(t)dt[/itex]
where f is the probability density function.
this sentence is from wikipedia but I could not prove this to myself.
Thanks if anyone can help.