What does Y-axis mean in a KDE plot?

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Y-axis represents the PDE (probability density estimate) which is defined as probability per unit value of whatever variable is on X-axis. It’s values are used relatively to compare points on the graph. It is also termed as probability differential – probability of a point occurring between two values x1 and x2, represented by the area under the curve between those two points.

  1. PDEs can take values either <1 or >1.
  2. The area under the KDE plot is always 1.