A probability distribution of a continuous random variable X gives the probability that X takes on a particular value x, P(X = x).

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A probability distribution of a continuous random variable X does not give the probability that X takes on a particular value x, P(X = x) because the probability of X taking on any specific value in a continuous distribution is zero. Instead, the probability distribution gives the probability of X taking on a range of values.

A Probability Distribution of a Continuous Random Variable X Gives