What does actually density and distribution function means?

"Means" in what way? How they are related to one another? What their properties are? Your question is exceptionally vague.

 

I will suggest finding a decent university-level book on probability and reading through that -- that will explain what the two functions and how they are used. Whether that give you want they "mean", I am not sure.

 

Mathworld has entries on both, too, but again, I'm not sure if they will satisfy your curiosity about what they "mean"

 

http://mathworld.wolfram.com/ProbabilityFunction.html

http://mathworld.wolfram.com/DistributionFunction.html

 

Part of the issue is that "what they mean" is context related. If we are talking about coin flipping, then you use the density function to tell you how likely it is that you are going to get 5 heads when you flip the coin 10 times, for example. And you use the distribution function to tell you how many times you would get 5 or less head when flipping it 10 times. Or, as another example, if you are using the math to describe the velocity distribution of particles, you use the functions to know how many particles are in a certain velocity range.

 

The "meaning" is always context related to the problem at hand.

 

Again, if you study a good university-level textbook and do the practice problems, you'll get a really good understanding of how to use both functions. The practice problems will give you lots of practices deciphering what each function "means" in specific cases.

Thanks for your suggestion

Can you explain me little about distribution function and density

You didn't really change your question! Explain what?

 

Firstly, the two links to Mathworld have a wealth of information, and I am sure that wikipedia and many other websites have a lot, too. Secondly, any good textbook in probability should cover them.

 

But, just saying "explain" doesn't mean anything. Ask a very specific question. Explain what precisely? Give me an example of what you are trying to do. Vague questions don't help, specific questions can help a lot.