ABSTRACT
B.1 Continuous probability distributions An (absolutely) continuous probability distribution is one that has a probability density function (pdf). Let px be a continuous nonnegative Lebesgue integrable function. A continuous random variable x that takes its values in R has density px if for any interval (a, b) ⊂ R,
P(a ≤ x ≤ b) = ∫ b a
px(u) du.
