Post date: Jun 23, 2020 2:1:22 PM
A function -f(x)- of a continuous variable -x-.
The value at any given sample in the sample space can be interpreted as providing the relative likelihood that the value of the random variable would equal that sample.
The probability is given by the integral of the function at that particular point.
The probability density is nonnegative everywhere, and its integral over the entire space is equal to 1.