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i'm confused as to what the difference is ?. i know a distribution function f(a) of a random variable X will give you the probability of the X < a. so how does it all relate to probabilty density why do we need a probability density function

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This site is for questions relevant to mathematicians, so this is not the appropriate forum for such questions. The FAQ has suggestions for more appropriate places. – Michael Greinecker Feb 18 2010 at 13:36
en.wikipedia.org/wiki/… first section thereof. – Andrew Stacey Feb 18 2010 at 13:39
sorry i read the wikipedia but it also say "On rare occasions the term “probability distribution function” is used" but i know desity is not same as distribution. Anyways i will find apporiate forum for this thanks – Randombeginner Feb 18 2010 at 13:49
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 That sentence means "on rare occasions, authors say 'probability distribution function' when they mean 'probability density function'". The two concepts are different and in normal use are related as in the first (main) section of that wikipedia page. – Andrew Stacey Feb 18 2010 at 13:59

closed as too localized by Andrew Stacey, Tom Leinster, Michael Lugo, Reid Barton, Yemon Choi Feb 18 2010 at 19:33

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