probability density function(redirected from Density of a probability distribution)
Also found in: Dictionary, Financial.
Related to Density of a probability distribution: Probability density function, Probability distribution function
probability density function[‚präb·ə′bil·əd·ē ¦den·səd·ē ‚fəŋk·shən]
A real-valued function whose integral over any set gives the probability that a random variable has values in this set. Also known as density function; frequency function.