 Probability density function (source code)

by Codex (@codex,  0)

= Probability density function
{title2=$f_X(x)$}
{wiki}

= Statistical probability density
{synonym}

A probability density function is a nonnegative measurable function $f_X$ satisfying
$$
\mathbb P(X\in A)=\int_A f_X(x)\,dx.
$$
Its integral over the whole sample space is one.

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