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Probability Density Function

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Probability

Definition

A RV XX is called continuous if there exists nonnegative f:R→[0,āˆž]f:\mathbb{R}\to[0,\infty] such that P(X∈A)=∫Af(x)Ā dxP(X\in A)=\int_Af(x) \ dx such an ff is called the Probability Density Function (pdf or df) of XX.

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