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 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 integral of the normal probability density function between the two points x1 and x2 is the area under the curve between these two points and is the probability between these two points.

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

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

Write the probability density function for this distribution.

From Textbooks • Sep. 19, 2013