MM_PDF function

Returns the probability density function of a distribution evaluated at a specified value. Via distribution parameters.

Written By Nikolas Ethoré (Super Administrator)

Updated at November 24th, 2021

Description

Returns the probability density function of a distribution evaluated at a specified value. Via distribution parameters. 

Syntax

=MM_PDF("DistName", X, Param1, [Param2], [Param3])
  • "DistName"
    String. Name of the desired distribution. 

  • X
    The value at which the probability density function is evaluated. 

  • Param1
    First parameter of the distribution. To check the definition of the parameters, see MM_PARAMNAME function. 

  • [Param2], [Param3] (optional/required depending on the chosen distribution)
    Other distribution parameters. 

Remarks

  • To check all supported distributions, see MM_DISTRIBUTIONSLIST function. 

  • Use MM_PDF_MS to evaluate the probability density function via mean and standard deviation.
    Use MM_PDF_TRUNC to evaluate the probability density function of a truncated distribution (with distribution parameters).
    Use MM_PDF_MS_TRUNC to evaluate the probability density function of a truncated distribution (with mean and standard deviation). 

  • See MM_CDF for cumulative distribution function.
    See MM_InvCDF for inverse cumulative distribution function. 

Example 1: Normal distribution

Formula1: =MM_PDF("Normal",0.3,0,1)
Evaluates the probability density function of a normal distribution with mean 0 and standard deviation 1 at x equal to 0.3. Returns approximately 0.38.

Example 2: Continuous uniform distribution

Formula2: =MM_PDF("ContinuousUniform",4.5,-1,10)
Evaluates the probability density function of a continous uniform distribution defined on [-1,10] at 4.5. Returns approximately 0.09.