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

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Example Sentences

See Examples For:

probability density function

The integral of the normal probability density function between the two points x1 and x2 is the area under the curve between these two points and is the probability between these two points.

From Textbooks ● Nov. 29, 2017

What is the hypergeometric probability density function written out to solve this problem? c.

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

The probability density function is a rather complicated function.

From Textbooks ● Sep. 19, 2013

Write the probability density function for this distribution.

From Textbooks ● Sep. 19, 2013

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