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Could someone explain the difference ?

  1. Nov 30, 2006 #1
    What is difference of probability density and probability distribution function?

    If anyone has instructive example, i will appreciate it.

    Thank u
  2. jcsd
  3. Nov 30, 2006 #2


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    Science Advisor

    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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