Fungsi dénsitas probabilitas: Béda antarrépisi

for any two numbers ''a'' and ''b''. This implies that the total integral of ''f'' must be 1. Conversely, any non-negative Lebesgue-integrable function with total integral 1 is the probability density of a suitably defined probability distribution.

 

 

:<math>f(x)={e^{-{x^2/2}}\over \sqrt{2\pi}}</math>.

It is a common mistake to think of ''f''(''a'') as the probability of {''a''}, but this is incorrect; in fact, ''f''(''a'') will often be bigger than 1 - consider a random variable with a [[uniform distribution]] between 0 and 1/2.