A probability density is a form of probability distrubution for continuous data. When dealing with a {[discrete}} outcomes such as the roll of a die or tossing a. coin, one can assign a probability to each outcome, e.g 0.5 for heads, 0.5 for tails. For continuous data we instead assign have a function, the probability density, where the probability of a range is equal to the integral of the density (area under the curve) over the range. When looking at a narrow range around a specific value(say the probability that a person is between 1.875 and 1.885 metres tall), this is approximatley the value of the probability density at the centre point of the interval (density at 1.88 metres) multiplied by the width of the interval (0.01 metre).
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