MDF or Medium Density Fiberboard and Particle Boards are two examples of engineered woods out of many others that exist. One of the major differences between the two is that one has higher density than the other. MDF boards have higher density compared to particle boards.
The denser nature of MDF boards is due to the fact that they are made from wood fibers. In contrast, particle boards are made from wood waste such as shavings, chips, sawdust, etc. As you would expect, particle boards are not as strong as MDF boards. MDF boards are stronger than particle boards because they are denser products compared to particle boards.
This actually explains why MDF boards are usually preferred to particle boards when making furniture materials such as shelves, simply because they can resist heavy loads. Another thing you would expect is the fact that MDF boards are expensive compared to particle boards.