Transportation Statistics and Microsimulation

52    ◾    Transportation Statistics and Microsimulation

As the name implies, the pdf (probability density function), unlike the

cdf (cumulative distribution function), cannot be used to calculate prob-

abilities of events directly. However, the area under the pdf is the prob-

ability. For example, for any set of events, or

A

:

PX Afxdx

A

()() .∈=

∫

(4.5)

In other words, once you know the pdf, the probability of any event can

be calculated by integration. Of course, this would be rather cumbersome

to do by hand every time one wanted to calculate probabilities, and partic-

ularly for some of the more complicated pdfs. Most soware packages will

allow you to calculate this directly. Prior to computers these probabilities

were precalculated and put i ...