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Tue 4 Dec, 2012 09:29 pm
Hello all,
I am new to this forum as well as the field of random variables. I read that, for a continuous random variable, the probability that the variable takes a particular value is zero, which was proved by using distribution function being continuous, so the left limit at a value equals the value at that point. But i was not able to interpret this result.... Won't the probability density function's value at that point give the probability for the ran var., to take that value? Plz help me out...
@rsashwinkumar,
The probability of the random variable being between x1 and x2 is the area under the pdf between x1 and x2. For a single point (x1=x2), the area under the pdf is zero because the integral of any function from x to x is zero.