Houjun Liu

relative probability

Let \(X \sim \mathcal{N}\).

“How much more likely is \(x=10\) than \(x=5\)?”

We note that \(P(x=value) = 0\) for any value if \(X\) is continuous. However, we can still get an answer:

\begin{equation} \frac{\dd{X} P(x=10)}{\dd{X} P(x=5)} \end{equation}

these two things cancel out. Therefore, you can just divide the PDF:

\begin{equation} \frac{f(x=10)}{f(x=5)} \end{equation}