Throughout most of this book we shall adopt the following practice: If a random variable X has a continuous distribution, we shall give only one version of the p.d.f. of X and we shall refer to that version as the p.d.f. of X, just as though it had been uniquely determined. It should be remembered however, that there is some freedom in the selection of the particular version of the p.d.f. that is used to represent each continuous distribution.
We shall now illustrate these concepts with a few examples.