Single point is always zero, need integralP(X=x)=0,fX(x)≠0,ddxP(X≤x)=fX(x)P(X=x ) = 0, f_X(x) \ne 0 , \frac{d}{dx}P(X\le x) = f_X(x)P(X=x)=0,fX(x)=0,dxdP(X≤x)=fX(x)p(x)=dFdx∫−∞xdF=∫−∞xp(s)dsp(x) = \frac{dF}{dx}\\ \int_{-\infty}^{x} dF = \int_{-\infty}^{x} p(s)dsp(x)=dxdF∫−∞xdF=∫−∞xp(s)dsContinuous Probability NotionProbability Density FunctionCumulative Distribution FunctionLaw of the Unconscious Statistician
