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
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The '''probability density function''' of a continuous [[random variable]] is the function that provides the likelihood that the variable will have a value in a given interval when the function is integrated over that same interval. Stated another way, a ''probability density function'' ''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