Probability distribution function
Encyclopedia
Depending upon which text is consulted, a probability distribution function is any of:
The similar term probability function may mean any of the above and, in addition,
- a probability distributionProbability distributionIn probability theory, a probability mass, probability density, or probability distribution is a function that describes the probability of a random variable taking certain values....
function, - a cumulative distribution functionCumulative distribution functionIn probability theory and statistics, the cumulative distribution function , or just distribution function, describes the probability that a real-valued random variable X with a given probability distribution will be found at a value less than or equal to x. Intuitively, it is the "area so far"...
, - a probability mass functionProbability mass functionIn probability theory and statistics, a probability mass function is a function that gives the probability that a discrete random variable is exactly equal to some value...
, or - a probability density functionProbability density functionIn probability theory, a probability density function , or density of a continuous random variable is a function that describes the relative likelihood for this random variable to occur at a given point. The probability for the random variable to fall within a particular region is given by the...
.
The similar term probability function may mean any of the above and, in addition,
- a probability measureProbability measureIn mathematics, a probability measure is a real-valued function defined on a set of events in a probability space that satisfies measure properties such as countable additivity...
function, as in a probability spaceProbability spaceIn probability theory, a probability space or a probability triple is a mathematical construct that models a real-world process consisting of states that occur randomly. A probability space is constructed with a specific kind of situation or experiment in mind...
, where the domain of the function is the set of events.