Probability Density Function (PDF)

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Abbreviation(s) and Synonym(s):

None

Definition(s):

A function that provides the "local" probability distribution of a test statistic. From a finite sample size n, a probability density function will be approximated by a histogram.
Source(s):
NIST SP 800-22 Rev. 1a

Glossary Comments

Comments about specific definitions should be sent to the authors of the linked Source publication. For NIST publications, an email is usually found within the document.

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See NISTIR 7298 Rev. 3 for additional details.

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Probability Density Function (PDF)

Glossary Comments