Probability Density vs. Cumulative Distribution The other distinction is between the probability density function (PDF) and the cumulative distribution function.

The two functions are also related mathematically — you can obtain the cumulative distribution function of a random variable by integrating its probability density function.

What Is a Probability Density Function (PDF)? The probability density function (PDF) is an analytical technique that outlines how likely different outcomes are across a range of possibilities.

Journal of the Royal Statistical Society. Series D (The Statistician), Vol. 24, No. 4 (Dec., 1975), pp. 235-257 (23 pages) The first half of this paper describes the basis of probability plotting as ...

The Distribution of the Maximum Deviation Between two Sample Cumulative Step Functions, The Annals of Mathematical Statistics, Vol. 22, No. 1 (Mar., 1951), pp. 125-128 ...