Last edited 20 Dec 2021

Probability density function

Culvert, screen and outfall manual, (CIRIA C786) published by CIRIA in 2019, defines probability density function (PDF) as: ‘The mathematical function that describes the relative chance of observing values of a continuous variable. For example, a probability density function could describe the chance that the measured river flow could equal a certain value (for example 100 m³/s), or the chance that a single culvert has a certain percentage blockage.’

Climate Change 2021, The Physical Science Basis, published by the Intergovernmental Panel on Climate Change in 2021, states: ‘A probability density function is a function that indicates the relative chances of occurrence of different outcomes of a variable. The function integrates to unity over the domain for which it is defined and has the property that the integral over a sub-domain equals the probability that the outcome of the variable lies within that sub-domain. For example, the probability that a temperature anomaly defined in a particular way is greater than zero is obtained from its PDF by integrating the PDF over all possible temperature anomalies greater than zero. Probability density functions that describe two or more variables simultaneously are similarly defined.’

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