probability density function
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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
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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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