Fungsi dénsitas probabilitas: Béda antarrépisi
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A distribution has a density function if and only if its [[cumulative distribution function]] ''F''(''x'') is [[absolute continuity|absolutely continuous]]. In this case, ''F'' is [[almost everywhere]] [[derivative|differentiable]], and its derivative can be used as probability density. If a probability distribution admits a density, then the probability of every one-point set {''a''} is zero.
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 [[sebaran seragam|uniform distribution]] between 0 and 1/2.
Dua densiti ''f'' jeung ''g'' for the same distribution can only differ on a set of [[Lebesgue measure]] zero.
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