probability density function

[‚präb·ə′bil·əd·ē ¦den·səd·ē ‚fəŋk·shən]

(statistics)

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.

Mentioned in

characteristic function
convolution
density function
distribution
Expectation, Mathematical
expected value
exponential density function
frequency function
Mathematical Expectation
Random Variable
Rayleigh distribution
Uniform Distribution

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