Probability distribution functions (PDFs) describe the expected values of random variables drawn from a sample. The shape of the PDF explains how likely it is that an observed value might occur.

A probability density function, also known as a bell curve, is a fundamental statistics concept, that describes the likelihood of a continuous random variable taking on a specific value.

The other distinction is between the probability density function (PDF) ... For example, if your height is a random variable with an expected value of 5'10" inches ...