Probability distribution function

A probability distribution function is some function that may be used to define a particular probability distribution. Depending upon which text is consulted, the term may refer to:

• a cumulative distribution function
• a probability mass function
• a probability density function

The similar term probability function may mean any of the above and, in addition,

• a probability measure function, as in a probability space, where the domain of the function is the set of events.