The probability Density Function
It is said that a random variable X has a continuous distribution or that x is a continuous random variable if there exists a nonnegative function f, defined on the rael on the real line, such that for every subset A of the real line, the probability that x takes a value in A is the integral off over the set A. In this book, we shall be concerned primarily with subsets that are intervals. For an interval (a,b],for example,
Pr(a