汝Definition We say that X is a continous random variables if there exsists a nonnegative funtions f,defined for all real xE(-,+o),having the property that for any set B of real numbers P({X∈B)=∫f(x) The funtionf is called the probability density funtion of the random var iable X. Definition , ( , ), ({ We say that X is a random variables if there exsists a nonnegative funtions f defined for all real x having the property that for any set B of real num co ber ntinous s P ∈ −∞ +∞ }) ( ) var . B probab X B f x dx The funtion f is called the ility density funt of t io he random i X n able ∈ = ∫