Could someone explain the difference ?

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The discussion clarifies the distinction between probability density functions (PDF) and cumulative distribution functions (CDF). The probability density function is defined as the derivative of the cumulative distribution function. An example provided is the uniform distribution between 0 and 1, where the density function f(x) equals 1 for 0 ≤ x ≤ 1 and 0 otherwise, while the distribution function F(x) equals 0 for x < 0, F(x) equals x for 0 ≤ x ≤ 1, and F(x) equals 1 for x > 1.

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What is difference of probability density and probability distribution function?

If anyone has instructive example, i will appreciate it.

Thank u
 
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Assuming the functions are nice, the density function is the derivative of the distribution function.
Example, uniform distribution between 0 and 1.
density function f(x)=1 for 0<=x<=1, =0, otherwise.
distribution function F(x)=0 for x<0, F(x)=x for 0<=x<=1, F(x)=1 for x>1.
 

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