So far, we've looked at discrete outcomes in the sample space where we could find the probability of a certain outcome. But now, in the continuous space, we will find the probability of our outcome being in a particular interval or range.
Now, to find the distribution of X, we need to define a function, f, so that the probability of X must lie in the interval
Formally, a random variable, , is continuous if, in a function, so that we have the following:
We call the function, f, the probability density function ( ...