Probability Density Function

For a discrete random variable, a probability distribution contains the probability of each possible outcome. However, for a continuous random variable, the probability of any one outcome is zero (if you specify it to enough decimal places). A probability density function is a formula that can be used to compute probabilities of a range of outcomes for a continuous random variable. The sum of all densities is always 1.0 and the value of the function is always greater or equal to zero.