Definition talk:Probability Density Function

Is this defined only when that complicated limit actually exists? Is it the case that it does always exist? --prime mover (talk) 13:55, 20 December 2012 (UTC)
 * Corrected to point out that it doesn't always exist. The definition is neater when the pdf is considered as the derivative of the cdf, but I was going to add that as a theorem, with a sufficient condition for the pdf existing is that the cdf is differentiable. If you have a more elegant approach by all means please suggest it. The motivation of this definition is to get around the problem that $Pr(X=c) = 0$, should I mention it on the page so that the limit isn't coming out of nowhere? --GFauxPas (talk) 14:37, 20 December 2012 (UTC)