I need to learn about advanced probability, namely probability density. I know only basic elementary probability, namely, (no. of favourable events)/(no. of total events) stuff.
Is their any e-book or anything [even a book on amazon would do] that can teach me probability density and advanced elements of probability.
thanks.
when i read probability density, i thought you were talking of quantum mechanics.. probability density for the schrodinger equation. probability of finding the particle in a matter wave. anyway, i suggest probability and statistics by schaums or statistical probability for physicists. if you have an account for a torrent site, just type probability and you'll get one of those few probability books. just do some searches yourself. i hope that helps.
Probability density is probability per unit volume (if it is in space) or per unit time (if it is in time). For example:
P(x,x+dx) = p(x)*dx
The upper equation means: The probability P of a particle to be between the points x and x+dx is equal to the probability density in x times the interval dx. This is basically the definition of the probability density.
