| − | In [[probability theory]], a ''probability density function'' (say) ''f'' is a real valued and continuous function whose value is the probability density of the variable that it is a function of. Since it is a density, the actual probability P that the variable will be in the interval [a,b] is | + | In [[probability theory]], a ''probability density function'' (say) ''f'' is a non-negative valued real function whose value is the probability density of the variable that it is a function of. Since it is a density, the actual probability P that the variable will be in the interval [a,b] is |