Statistics Dictionary

To see a definition, select a term from the dropdown text box below. The statistics dictionary will display the definition, plus links to related web pages.

Select term:

Probability Density Function

Most often, the equation used to describe a continuous probability distribution is called a probability density function . Sometimes, it is referred to as a density function, a PDF, or a pdf. For a continuous probability distribution, the density function has the following properties:

  • Since the continuous random variable is defined over a continuous range of values (called the domain of the variable), the graph of the density function will also be continuous over that range.
  • The area bounded by the curve of the density function and the x-axis is equal to 1, when computed over the domain of the variable.
  • The probability that a random variable assumes a value between a and b is equal to the area under the density function bounded by a and b.

For example, consider the probability density function shown in the graph below. Suppose we wanted to know the probability that the random variable X was less than or equal to a. The probability that X is less than or equal to a is equal to the area under the curve bounded by a and minus infinity - as indicated by the shaded area.

Note: The shaded area in the graph represents the probability that the random variable X is less than or equal to a. This is a cumulative probability . However, the probability that X is exactly equal to a would be zero. A continuous random variable can take on an infinite number of values. The probability that it will equal a specific value (such as a) is always zero.

See also:   Tutorial: Discrete and Continuous Random Variables | Probability Distributions