---
tag: 0ZY9DX8FBF
kind: concept
name: Probability density function
aliases: [pdf, density-function, density]
msc: ["60E05"]
sources:
  - url: https://en.wikipedia.org/wiki/Probability_density_function
    locator: lead section
same_as:
  wikidata: Q207522
  wikipedia: Probability density function
---

## Summary

A probability density function of a real random variable $X$ is a nonnegative function $f$ with this property.
For each set $B$ of values, the integral of $f$ over $B$ is the probability that $X$ lies in $B$.
The node [[probability density function|04YG690N5V]] gives the precise definition.