Could someone explain the difference ?

1. Nov 30, 2006

sneez

What is difference of probability density and probability distribution function?

If anyone has instructive example, i will appreciate it.

Thank u

2. Nov 30, 2006

mathman

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.