Editing Probability density function (section)

==Further details==
Unlike a probability, a probability density function can take on values greater than one; for example, the [[continuous uniform distribution]] on the interval {{closed-closed|0, 1/2}} has probability density {{math|1=''f''(''x'') = 2}} for {{math|0 ≤ ''x'' ≤ 1/2}} and {{math|1=''f''(''x'') = 0}} elsewhere.

The [[Normal distribution#Standard normal distribution|standard normal distribution]] has probability density
<math display="block">f(x) = \frac{1}{\sqrt{2\pi}}\, e^{-x^2/2}.</math>

If a random variable {{math|''X''}} is given and its distribution admits a probability density function {{math|''f''}}, then the [[expected value]] of {{math|''X''}} (if the expected value exists) can be calculated as
<math display="block">\operatorname{E}[X] = \int_{-\infty}^\infty x\,f(x)\,dx.</math>

Not every probability distribution has a density function: the distributions of [[discrete random variable]]s do not; nor does the [[Cantor distribution]], even though it has no discrete component, i.e., does not assign positive probability to any individual point.

A distribution has a density function if its [[cumulative distribution function]] {{math|''F''(''x'')}} is [[absolute continuity|absolutely continuous]]. In this case: {{math|''F''}} is [[almost everywhere]] [[derivative|differentiable]], and its derivative can be used as probability density:
<math display="block">\frac{d}{dx}F(x) = f(x).</math>

If a probability distribution admits a density, then the probability of every one-point set {{math|{''a''}<nowiki/>}} is zero; the same holds for finite and countable sets.

Two probability densities {{math|''f''}} and {{math|''g''}} represent the same [[probability distribution]] precisely if they differ only on a set of [[Lebesgue measure|Lebesgue]] [[measure zero]].

In the field of [[statistical physics]], a non-formal reformulation of the relation above between the derivative of the cumulative distribution function and the probability density function is generally used as the definition of the probability density function. This alternate definition is the following:

If {{math|''dt''}} is an infinitely small number, the probability that {{math|''X''}} is included within the interval {{open-open|''t'', ''t'' + ''dt''}} is equal to {{math|''f''(''t'') ''dt''}}, or:
<math display="block">\Pr(t<X<t+dt) = f(t)\,dt.</math>