Probabilistic abstract interpretation is a theory used to extract particular properties of a computer program when it is infeasible to test every single inputs. In this paper we apply the theory on neural networks for the same purpose: to analyse density distribution flow of all possible inputs of a neural network when a network has uncountably many or countable but infinitely many inputs. We show how this theoretical framework works in neural networks and then discuss different abstract domains and corresponding Moore-Penrose pseudo-inverses together with abstract transformers used in the framework. We also present experimental examples to show how this framework helps to analyse real world problems.