Continuous probability

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∫f(x)dx= 1.
We reiterate that there are two distinct concepts when talking about distribution.

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http://people.math.harvard.edu/~knill/teaching/math19b_2011/handouts/chapters1-19.pdf

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http://www.crectirupati.com/sites/default/files/lecture_notes/P%20%26%20S%20Lecture%20Notes.pdf