ABSTRACT
So far we have been working with discrete random variables, whose possible values can be written down as a list. In this chapter we will discuss continuous r.v.s, which can take on any real value in an interval (possibly of infinite length, such as (0,∞) or the entire real line). First we’ll look at properties of continuous r.v.s in general. Then we’ll introduce three famous continuous distributions-the Uniform, Normal, and Exponential-which, in addition to having important stories in their own right, serve as building blocks for many other useful continuous distributions.
