Probability Density Function -- from Wolfram MathWorld

The probability density function (PDF) P(x) of a continuous distribution is defined as the derivative of the (cumulative) distribution function D(x), D^'(x) = [P(x)]_(-infty)^x (1) = P(x)-P(-infty) (2) = P(x), (3) so D(x) = P(X

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