Simply talking about probability density has no practical significance and must be based on a certain bounded interval. The probability density can be regarded as the ordinate, and the interval is the abscissa. The integral of the probability density to the interval is the area, which is the probability of the event occurring in this interval, and the sum of all the areas is 1.

For the distribution function F(x) of random variable x

If there is a non-negative integrable function f(x), then for any real number x; Then x is a continuous random variable, and f(x) is called the probability density function of x for short.

Simply talking about probability density has no practical significance and must be based on a certain bounded interval. The probability density can be regarded as the ordinate, and the interval is the abscissa. The integral of the probability density to the interval is the area, which is the probability of the event occurring in this interval, and the sum of all the areas is 1. Therefore, it is meaningless to analyze the probability density of a point alone, and there must be an interval for reference and comparison.