In this graph related to the Rician Distribution why on the $y$ axis I see values greater than $1$? It does not mean the probability?
Please may I ask how to read this graph and have some information about it? Further, if I want to depict the probability what I can do?
The red curve should have been a PDF, and its y-axis values are not depicted here. Normally, you should be getting a curve with an area of $1$.
In regard to probabilities, continuous distributions have PDFs that shows the density values, not the probabilities. Because, the probability of being equal to a specific value in continuous RVs is $0$, e.g. $P(X=2)=0$. There is no mass. So, the important thing is the area under the curve, and you can certainly have density values greater than $1$. In discrete RVs, you can't.
