Probability density function

lastmod 2018-08-17created 2015-05-275 edits

A probability density function (abbreviated PDF, also called a probability distribution function) is a function that describes the distribution of a random variable, such that the integral of the function over a given interval is the probability that the value of the random variable falls within that interval.

See also

• Gaussian function
• Normal distribution
• Cumulative distribution function

Favorite site

• Wikipedia (en) description of probability density function