Probability density function

Description of continuous random distribution

Probability density function

In probability theory, a probability density function (PDF), density function, or simply density of an absolutely continuous random variable, is a function whose value at any given point in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a "relative probability" that the value of the random variable would be equal to that point. Probability density is the probability per unit length, in other words. The (absolute) probability for a continuous random variable to take on any particular value is zero.

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