Probability density function
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
- Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle P(a \leq x \leq b) = \int_a^b f(x) \, dx }
This density function is intended to express mathematically the total apportionment of the values of the variable it represents over its entire domain. In order to qualify, such a function must meet the following criteria:
(1) Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^\infty \,f(x)\,dx = 1. } i.e., finitely convergent (to unity by convention).
(2) Failed to parse (MathML with SVG or PNG fallback (recommended for modern browsers and accessibility tools): Invalid response ("Math extension cannot connect to Restbase.") from server "https://wikimedia.org/api/rest_v1/":): {\displaystyle \int_{-\infty}^a \,f(x)\,dx \leq \int_{-\infty}^b \,f(x)\,dx } for a<b, i.e., is non-decreasing