probability density function

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.

probability density function

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

Word History and Origins

Origin of probability density function¹

First recorded in 1935–40

Example Sentences

Using a Matlab script, he calculated the probability density function and concluded that this theoretical “really good putter” is hitting the flagstick straight on only 27.6 percent of the time.

Read more on Golf Digest