A Probability Density Function (PDF) is a statistical function that describes the likelihood of a continuous random variable taking on a specific value. Unlike discrete variables, which can have distinct probabilities, a PDF shows how probabilities are distributed over a range of values. The area under the curve of a PDF represents the total probability, which is always equal to 1. In practical terms, if you have a random variable like the height of people in a population, the PDF can help you understand how likely it is for someone to be a certain height. For example, you might find that most people are around 5'5" to 6'0" tall, with fewer individuals being much shorter or taller.