The probability density function (also called the Probability Density Function) of a continuous distribution is
defined as the derivative of the (cumulative) Distribution Function ,
A probability density function satisfies
If and , then
Given the Moments of a distribution (, , and the Gamma Statistics ), the asymptotic probability function is given by
See also Continuous Distribution, Cornish-Fisher Asymptotic Expansion, Discrete Distribution, Distribution Function, Joint Distribution Function
Abramowitz, M. and Stegun, C. A. (Eds.). ``Probability Functions.'' Ch. 26 in
Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables, 9th printing.
New York: Dover, pp. 925-964, 1972.
© 1996-9 Eric W. Weisstein