The two functions are also related mathematically — you can obtain the cumulative distribution function of a random variable by integrating its probability density function.

What Is a Probability Density Function (PDF)? The probability density function (PDF) is an analytical technique that outlines how likely different outcomes are across a range of possibilities.

This paper describes and discusses graphical techniques, based on the primitive empirical cumulative distribution function and on quantile (Q - Q) plots, percent (P - P) plots and hybrids of these, ...

Kernel Density Estimation (KDE): A nonparametric method to estimate the probability density function of a random variable by averaging over locally weighted contributions of each data point.

The Distribution of the Maximum Deviation Between two Sample Cumulative Step Functions, The Annals of Mathematical Statistics, Vol. 22, No. 1 (Mar., 1951), pp. 125-128 ...