Section 3: Continuous Distributions
In the previous section, we investigated probability distributions of discrete random variables, that is, random variables whose support S, contains a countable number of outcomes. In the discrete case, the number of outcomes in the support S can be either finite or countably infinite. In this section, as the title suggests, we are going to investigate probability distributions of continuous random variables, that is, random variables whose support S contains an infinite interval of possible outcomes.
You'll definitely want to make sure your calculus skills of integration and differentiation are up to snuff before tackling many of the problems you'll encounter in this section.