probability density function

probability density function

noun Statistics.
1.
a function of a continuous variable whose integral over a region gives the probability that a random variable falls within the region.
2.
Also called frequency function. a function of a discrete variable whose sum over a discrete set gives the probability of occurrence of a specified value.

Origin:
1935–40

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World English Dictionary
probability density function
 
n
statistics cumulative distribution function Compare frequency distribution Also called: density function a function representing the relative distribution of frequency of a continuous random variable from which parameters such as its mean and variance can be derived and having the property that its integral from a to b is the probability that the variable lies in this interval. Its graph is the limiting case of a histogram as the amount of data increases and the class intervals decrease in size

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