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

Word History and Origins

Origin of probability density function¹

First recorded in 1935–40