probability density function
n (Statistics)
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 called:
density function Compare
cumulative distribution function,
frequency distribution Collins English Dictionary – Complete and Unabridged, 12th Edition 2014 © HarperCollins Publishers 1991, 1994, 1998, 2000, 2003, 2006, 2007, 2009, 2011, 2014
probabil′ity den`sity func`tion
n. 1. a function of a continuous variable whose integral over a region gives the probability that a random variable falls within the region.
2. a function of a discrete variable whose sum over a discrete set gives the probability of occurrence of a specified value.
[1935–40]
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