1. A probability density function compensation method, executed by a computer, the method comprising: extracting feature vectors from speech signals, and using the extracted feature vectors, training a model having a plurality of probability density functions to increase probabilities of recognizing the speech signals; obtaining a global standard deviation by averaging standard deviations of the probability density functions to fix standard deviation of each of the probability density functions after completing the training; obtaining a compensation factor using the global standard deviation to compensate the probability density functions; and applying using the computer, the global standard deviation to each of the probability density functions and compensating each of the probability density functions for the global standard deviation by using the compensation factor.