The probability distribution function is the integral of the probability density function. This function is very useful because it tells us about the probability of an event that will occur in a given interval (see Figures 1.5 and 1.6. For example, assume that Figure 1.6 is a noise probability distribution function.

What is the formula for probability distribution function?

The probability density function (pdf) f(x) of a continuous random variable X is defined as the derivative of the cdf F(x): f(x)=ddxF(x).

What is the output of a probability distribution function?

The output of a probability mass function is a probability whereas the area under the curve produced by a probability density function represents a probability. Parameters of a probability function play a central role in defining the probabilities of the outcomes of a random variable.