probability density function Solution The probability density function of a continuous distribution is defined as the derivative of the distribution function. For Normal Distribution = P(x) = (1/(ssqrt(2p)))e-(x-m)2 / (2s2) For Standard Normal Distribution = P(x) = (1/sqrt(2p))e-(x2 / 2) where, m = Mean s = Standard Deviation p = 3.14 e = 2.718.