Over recent years, there has been an explosive growth of interest in Electroencephalogram (EEG) based-Brain Computer Interface (BCI). Technically any architecture of a BCI is designed to have the ability of extracting out a set of features from brain signal. This paper demonstrated the extraction process based on Probability Density Function (PDF).A shared control scheme was developed between a mobile robot and subject. In general, subjects were required to synchronously imagine a star rotating and mind relaxation at specific time and direction. The imagination of a star would trigger a mobile robot suggesting that there is an object at certain direction. The mobile robot was then looking for a target based on probability value assigned to it. The result shows that 95% of theta activity was concentrated at target’s direction (during star imagination) and reduced when there is no target (during mind relaxation).