Probability Density Function
A function describing the probability of event occurring for all possible events. For video poker, the set of events are precisely the possible winning hands along with "nada" the event for a non-winning hand. The probability of each winning hand (and nada) depend on the strategy, and can be obtained by numerical simulation or direct computation (hand enumeration). From the Probability Density Function, one can compute the game return and variance (that is, from the first and second moments).
See also: Cumulative Distribution Function
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