The probability density function (PDF) is an expression used in statistics that defines the probability that some outcome will occur. In this function, the probability is the percentage of a ...
Daley, D. J. and Vere-Jones, D. 2008. David George Kendall and Applied Probability. Journal of Applied Probability, Vol. 45, Issue. 2, p. 293.
Let $X$ be a continuous random variable. A probability density function (pdf) $f(x)$ is an integrable function where \[\int\limits_a^b f(x) \mathrm{d} x = \mathrm{P ...