Context. Most observational results on the high redshift restframe UV-bright galaxies are based on samples pinpointed using the so called dropout technique or Ly-alpha selection. However, the availability of multifilter data allows now replacing the dropout selections by direct methods based on photometric redshifts. In this paper we present the methodology to select and study the population of high redshift galaxies in the ALHAMBRA survey data. Aims. Our aim is to develop a less biased methodology than the traditional dropout technique to study the high redshift galaxies in ALHAMBRA and other multifilter data. Thanks to the wide area ALHAMBRA covers, we especially aim at contributing in the study of the brightest, less frequent, high redshift galaxies. Methods. The methodology is based on redshift probability distribution functions (zPDFs). It is shown how a clean galaxy sample can be obtained by selecting the galaxies with high integrated probability of being within a given redshift interval. However, reaching both a complete and clean sample with this method is challenging. Hence, a method to derive statistical properties by summing the zPDFs of all the galaxies in the redshift bin of interest is introduced. Results. Using this methodology we derive the galaxy rest frame UV number counts in five redshift bins centred at z=2.5, 3.0, 3.5, 4.0, and 4.5, being complete up to the limiting magnitude at m_UV(AB)=24. With the wide field ALHAMBRA data we especially contribute in the study of the brightest ends of these counts, sampling well the surface densities down to m_UV(AB)=21-22. Conclusions. We show that using the zPDFs it is easy to select a clean sample of high redshift galaxies. We also show that statistical analysis of the properties of galaxies is better done using a probabilistic approach, which takes into account both the incompleteness and contamination in a natural way.
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