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How to calculate probability of a value under Weibull distribution?
I have fitted in R a Weibull distribution to my data like PD = fitdist(data,'Weibull'). Now I have a data point (e.g. x = 5) and I would like to calculate its probability under distribution.
How can I calculate the probability (like a p-value)?
Thanks in advance for any help!
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In case you're looking for the cumulative distribution (i.e. P(X<=5)), check the pweibull() function in base R. As h.mon mentioned the P(x=5) = 0 for continuous random variables.
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Cross-posted on StackOverflow: https://stackoverflow.com/questions/63120766/how-can-i-calculate-probability-of-a-given-data-under-weibull-distribution
This question is more suited to Cross-validated. Be aware that you should put some more effort in the question, though.
Anyway, for continuous probability distributions, probabilities are represented by areas under the curve of the probability distribution. For a single point, the area under the curve is zero, thus its probability is also zero.