Meaning of probability density function

probabil'ity den"sity func"tion

Pronunciation: [key]
— Statistics. Statistics.
  1. a function of a continuous variable whose integral over a region gives the probability that a random variable falls within the region.
  2. Also calleda function of a discrete variable whose sum over a discrete set gives the probability of occurrence of a specified value.
Random House Unabridged Dictionary, Copyright © 1997, by Random House, Inc., on Infoplease.