Probability density function

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What Wikipedia says

In probability theory, a probability density function (PDF), density function, or simply density of an absolutely continuous random variable, is a function whose value at any given point in the sample space (the set of possible values taken by the random variable) can be interpreted as providing a "relative probability" that the value of the random variable would be equal to that point.

Excerpt from the Wikipedia article “Probability density function”, under the CC BY-SA 4.0 license. Read the article on Wikipedia

Image: Original uploader was Jhguch at en.wikipedia; Derivative work: Chen-Pan Liao (talk)., CC BY-SA 2.5, via Wikimedia Commons.