probability density function

noun Statistics.

a function of a continuous variable whose integral over a region gives the probability that a random variable falls within the region.

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.

Origin of probability density function

First recorded in 1935–40

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British Dictionary definitions for probability density function

probability density function

noun

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 sizeAlso called: density function Compare cumulative distribution function, frequency distribution

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