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Question
Explain the terms probability density function
Solution
The probability that a random variable X takes a value in the interval [t1, t2] (open or closed) is given by the integral of a function called the probability density function fx(x):
P(t1 ≤ X ≤ t2) = `int_("t"_1)^("t"_2) "f"_x (x) "d"x`
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