Probability density function

Probability density function

In probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would be close to that sample. Probability density is the probability per unit length, in other words, while the absolute likelihood for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample co

Comment
enIn probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would be close to that sample. Probability density is the probability per unit length, in other words, while the absolute likelihood for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample co
Depiction
Boxplot vs PDF.svg
Visualisation mode median mean.svg
First
enN.G.
Has abstract
enIn probability theory, a probability density function (PDF), or density of a continuous random variable, is a function whose value at any given sample (or point) in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a relative likelihood that the value of the random variable would be close to that sample. Probability density is the probability per unit length, in other words, while the absolute likelihood for a continuous random variable to take on any particular value is 0 (since there is an infinite set of possible values to begin with), the value of the PDF at two different samples can be used to infer, in any particular draw of the random variable, how much more likely it is that the random variable would be close to one sample compared to the other sample. In a more precise sense, the PDF is used to specify the probability of the random variable falling within a particular range of values, as opposed to taking on any one value. This probability is given by the integral of this variable's PDF over that range—that is, it is given by the area under the density function but above the horizontal axis and between the lowest and greatest values of the range. The probability density function is nonnegative everywhere, and the area under the entire curve is equal to 1. The terms "probability distribution function" and "probability function" have also sometimes been used to denote the probability density function. However, this use is not standard among probabilists and statisticians. In other sources, "probability distribution function" may be used when the probability distribution is defined as a function over general sets of values or it may refer to the cumulative distribution function, or it may be a probability mass function (PMF) rather than the density. "Density function" itself is also used for the probability mass function, leading to further confusion. In general though, the PMF is used in the context of discrete random variables (random variables that take values on a countable set), while the PDF is used in the context of continuous random variables.
Hypernym
Function
Id
enD/d031110
Is primary topic of
Probability density function
Label
enProbability density function
Last
enUshakov
Link from a Wikipage to an external page
archive.org/details/elementaryprobab0000stir
Link from a Wikipage to another Wikipage
Absolute continuity
Almost everywhere
Atomic orbital
Bijective
Borel set
Cantor distribution
Category:Equations of physics
Category:Functions related to probability distributions
Cauchy distribution
Continuous or discrete variable
Continuous probability distribution
Continuous random variable
Conversion of units
Convolution
Counting measure
Cumulative distribution function
Density estimation
Derivative
Differentiable function
Dirac delta
Dirac delta function
Discrete random variable
Distribution (mathematics)
Expected value
File:Boxplot vs PDF.svg
File:Visualisation mode median mean.svg
Function (mathematics)
Generalized function
Home range
Integer
Integral
Interval (mathematics)
Inverse function
Jacobian matrix
Jacobian matrix and determinant
Kernel (statistics)
Kernel density estimation
Kurtosis
Law of the unconscious statistician
Lebesgue integration
Lebesgue measure
Likelihood function
List of probability distributions
Marginalizing out
Mean
Measurable space
Measure theory
Measure zero
Monotonic
Monotonic function
Normal distribution
Normalization factor
One-to-one function
Parameter
Probability amplitude
Probability axioms
Probability distribution
Probability mass function
Probability theory
Rademacher distribution
Radon–Nikodym derivative
Random variable
Sample space
Secondary measure
Standard normal distribution
Statistical independence
Statistical physics
Univariate distribution
Variance
SameAs
4139581-5
Função densidade
Funció de densitat de probabilitat
Función de densidad de probabilidad
Función de densidade
Función de densidá de probabilidá
Fungsi dénsitas probabilitas
Fungsi kepekatan probabilitas
Fungsi ketumpatan kebarangkalian
Funkcija gustine verovatnoće
Funkcja gęstości prawdopodobieństwa
Funzione di densità di probabilità
Gostota verjetnosti
Hàm mật độ xác suất
Hustota pravděpodobnosti
Kansdichtheid
m.0bxcz
Olasılık yoğunluk fonksiyonu
Probabilitatearen dentsitate-funtzio
Probability density function
Probability density function
Probablodensa funkcio
Q207522
Raspodjela vjerojatnosti
Sandsynlighedstæthedsfunktion
Sannsynstettleiksfunksjon
Sűrűségfüggvény
Täthetsfunktion
Tetthetsfunksjon
Þéttifall
Tihedusfunktsioon
Tiheysfunktio
Variable aléatoire à densité
Wahrscheinlichkeitsdichtefunktion
yr5K
Συνάρτηση πυκνότητας πιθανότητας
Густина ймовірності
Плотность вероятности
Плътност на вероятността
Пулаяслăх йăвăлăхĕ
Հավանականության խտություն
פונקציית צפיפות
تابع چگالی احتمال
دالة الكثافة الاحتمالية
ალბათური განაწილების სიმკვრივე
機率密度函數
確率密度関数
확률 밀도 함수
SeeAlso
List of convolutions of probability distributions
Product distribution
Subject
Category:Equations of physics
Category:Functions related to probability distributions
Thumbnail
Boxplot vs PDF.svg?width=300
Title
enDensity of a probability distribution
WasDerivedFrom
Probability density function?oldid=1116692234&ns=0
WikiPageLength
30405
Wikipage page ID
43487
Wikipage revision ID
1116692234
WikiPageUsesTemplate
2
Template:Citations needed
Template:Cite book
Template:Em
Template:Math
Template:MathWorld
Template:Mvar
Template:Open-open
Template:Reflist
Template:See also
Template:Short description
Template:Springer
Template:Theory of probability distributions
Template:Use American English
Template:Val