Normalization of a probability distribution (source code)

= Normalization of a probability distribution
{title2=$\int f(x)\,dx=1$}

A <probability distribution> assigns total <probability> one to its <sample space>. For a nonnegative <probability density function> this means that its <integral> over the full domain equals one; for a <probability mass function> the sum of its masses equals one. A nonnegative integrable function with positive finite integral can be divided by that integral to normalize it. A negative function cannot be a <probability density function> even if a formal manipulation purports to normalize it.