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

We now investigate the sampling distribution for another important parameter we wish to estimate; p from the binomial probability density function.

From Textbooks • Nov. 29, 2017

Just like a set of data, a probability density function has a mean and a standard deviation that describes the data set.

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 can now apply this tool to a very important probability density function, the hypergeometric distribution.

From Textbooks • Nov. 29, 2017

Write the probability density function for this distribution.

From Textbooks • Sep. 19, 2013