Probability density function

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File:Boxplot vs PDF.svg
Boxplot and probability density function of a normal distribution N(0, σ2).

A probability density function is a function that can be defined for any continuous probability distribution. The integral of the probability density function in the interval [math]\displaystyle{ [a,b] }[/math] yields the probability that a given random variable with the given density is contained in the interval provided.

The probability density function is necessary to be able to work with continuous distributions. Casting a dice will give the numbers 1 to 6, with a probability of [math]\displaystyle{ \tfrac 1 6 }[/math], but this is not a continuous function, as only the numbers 1 to 6 are possible. In contrast, two people will not have the same height, or the same weight. Using a probability density function, it is possible to determine the probability for people between Template:Convert and Template:Convert, or between Template:Convert and Template:Convert, even though there are infinitely many values between these two bounds.