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Suppose, now, that the variable can take on a continuous range of possible
values. In general, we expect the probability that takes on a value
in the range to to be directly proportional to ,
in the limit that
. In other words,

(23) 
where is known as the probability density.
The earlier results (5), (12), and (19) generalize in a
straightforward manner to give
respectively.
Subsections
Richard Fitzpatrick
20100720