Probability Density Function - PDF

See: Probability Distribution.

A probability density function, a.k.a. PDF (and no, that’s not the doc format), is a formula or expression that generates all the possible outcomes and associated probabilities for a continuous random variable. It's the Dr. Strange of functions.

When we take all the possible outputs and plot them, the resulting graph pairs the outcomes, on the x-axis, with their probabilities, on the y-axis. Any areas under the curves, either for the entire distribution or between any two outcomes, will represent the likelihood of getting any outcome between those beginning and ending values.