probability density function

American  

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.

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probability density function British  

noun

1. Also called: density function.  statistics 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 Compare cumulative distribution function frequency distribution

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Etymology

Origin of probability density function

First recorded in 1935–40

Example Sentences

See Examples For:

probability density function

The normal probability density function, a continuous distribution, is the most important of all the distributions.

From Textbooks ● Nov. 29, 2017

This increment is the same ratio between each number and is called a geometric progression and thus the name for this probability density function.

From Textbooks ● Nov. 29, 2017

We wish now to be able to develop confidence intervals for the population parameter "p" from the binomial probability density function.

From Textbooks ● Nov. 29, 2017

Figure 5.27 The region of integration for a joint probability density function.

From Textbooks ● Mar. 30, 2016

Write the probability density function for this distribution.

From Textbooks ● Sep. 19, 2013