probability density function

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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.
McGraw-Hill Dictionary of Scientific & Technical Terms, 6E, Copyright © 2003 by The McGraw-Hill Companies, Inc.
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