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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. 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 Also calleddensity function Compare cumulative distribution function frequency distribution


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Word History and Origins

Origin of probability density function1

First recorded in 1935–40

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probability curveprobability distribution