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  1. Distribution is cumulative addition(discrete)/integration(continuous) of probabilities upto the point of interest.
    Density is the Probability at the instance of the point..
    More generically..
    Suppose a species of bacteria typically lives 4 to 6 hours. What is the probability that a bacterium lives exactly 5 hours? The answer is 0%. A lot of bacteria live for approximately 5 hours, but there is no chance that any given bacterium dies at exactly 5.0000000000... hours.

    Instead we might ask: What is the probability that the bacterium dies between 5 hours and 5.01 hours? Let's say the answer is 0.02 (i.e., 2%). Next: What is the probability that the bacterium dies between 5 hours and 5.001 hours? The answer is probably around 0.002, since this is 1/10th of the previous interval. The probability that the bacterium dies between 5 hours and 5.0001 hours is probably about 0.0002, and so on.

    In these three examples, the ratio (probability of dying during an interval) / (duration of the interval) is approximately constant, and equal to 2 per hour (or 2 hour−1). For example, there is 0.02 probability of dying in the 0.01-hour interval between 5 and 5.01 hours, and (0.02 probability / 0.01 hours) = 2 hour−1. This quantity 2 hour−1 is called the probability density for dying at around 5 hours.

    Therefore, in response to the question "What is the probability that the bacterium dies at 5 hours?", a literally correct but unhelpful answer is "0", but a better answer can be written as (2 hour−1) dt. This is the probability that the bacterium dies within a small (infinitesimal) window of time around 5 hours, where dt is the duration of this window.

    For example, the probability that it lives longer than 5 hours, but shorter than (5 hours + 1 nanosecond), is (2 hour−1)×(1 nanosecond) ≃ 6×10−13 (using the unit conversion 3.6×1012 nanoseconds = 1 hour).

    There is a probability density function f with f(5 hours) = 2 hour−1. The integral of f over any window of time (not only infinitesimal windows but also large windows) is the probability that the bacterium dies in that window.

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