probability density function
Noun
Meaning
probability density function (plural probability density functions)
(probability theory) Any function whose integral over a set gives the probability that a random variable has a value in that set
Synonyms
Examples
Histograms give a rough sense of the density of the underlying distribution of the data, and often for density estimation : estimating the probability density function of the underlying variable.
Integration of the normal probability density function of the velocity, above, over the course (from 0 to ) and path angle (from 0 to ), with substitution of the speed for the sum of the squares of the vector components, yields the speed distribution.
In this case, the probability density function or probability mass function will be a special case of the more general form : where is the location parameter, θ represents additional parameters, and is a function parametrized on the additional parameters.
The graph of the exponential distribution, called the probability density function (PDF), shows the distribution of time (or distance) between events.
The probability density function describes the infinitesimal probability of any given value, and the probability that the outcome lies in a given interval can be computed by integrating the probability density function over that interval.
The probability density function is nonnegative everywhere, and its integral over the entire space is equal to one.