. . Probability density function Definition . : (Probability density function) A non-negative real valued function f x ( ) is said to be a probability density function if, for each possible outcome x, x a b of a continuous random variable X having the property P a X Theorem .
(Without proof) A function f (.) is a probability density function for some continuous random variable X if and only if it satisfies the following properties. (i) f x ( ) ≥ , for every x and (ii) . Note It follows from the above definition, if X is a continuous random variable, P a X which means that P X That is probability when X takes on any one particular value is zero. Fig.