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Question
What are the properties of continuous random variable?
Sum
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Solution
The probability density functions/)(x) or simply ; by/(x) must satisfy the following conditions
(i) f(x) ≥ 0 ∀ x
(ii) `int_(-oo)^oo "f"(x) "d"x` = 1
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Chapter 6: Random Variable and Mathematical expectation - Exercise 6.1 [Page 133]
