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In statistics, a function whose integral is calculated to find probabilities associated with a continuous random variable (seecontinuity, probability theory). Its graph is a curve above the horizontal axis that defines a total area, between itself and the axis, of 1. The percentage of this area included between any two values coincides with the probability that the outcome of an observation described by the density function falls between those values. Every random variable is associated with a density function (e.g., a variable with a normal distribution is described by a bell curve).
This entry comes from Encyclopædia Britannica Concise. For the full entry on density function, visit Britannica.com.