Density Functions:
A probability density function or curve is a nonnegative function (

For very small intervals

The reason for using probability density instead of probability itself is the following: Continuous variables, in contrast to discrete random variables cannot be described by the probability of particular values of
Note that the probability density function is the curve itself, and the probability is the area under the curve.
See also: joint probability density , marginal density , and short course Basic Concepts in Probability and Statistics .