# probability density function

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Related to probability density functions: probability distribution, Cumulative probability distribution, Continuous probability distribution

## 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## 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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