Simply put, it’s the likelihood of something being in a certain range of samples within a group.
For example, adult humans range in height from 4′ to 8′. You would use a probably density function to determine the likelihood of someone being over 7′ tall, for example. Or between 6′ and 6’3″.
In more mathematical terms, it’s the area under two points of the curve of a probability distribution.
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