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Definition of probability density - 1 dictionary result
probability density  
n.   Statistics In both senses also called probability distribution.

  1. A function whose integral over a given interval gives the probability that the values of a random variable will fall within the interval.

  2. The calculated value of a probability density.

The American Heritage® Dictionary of the English Language, Fourth Edition
Copyright © 2009 by Houghton Mifflin Company.
Published by Houghton Mifflin Company. All rights reserved.
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