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

From Textbooks • Nov. 29, 2017

A probability density function is a mathematical formula that calculates probabilities for specific types of events, what we have been calling experiments.

From Textbooks • Nov. 29, 2017

To solve this puzzle we start knowing that the area under a probability density function is the probability.

From Textbooks • Nov. 29, 2017

We can put this information into the Poisson probability density function and get a general formula that will calculate the probability of any specific number of customers arriving in the next hour.

From Textbooks • Nov. 29, 2017

The probability density function is a rather complicated function.

From Textbooks • Sep. 19, 2013