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PROBABILITIES AS AREAS
With discrete random variables, we take sums of probabilities over groups of points. But continuous probability functions are smooth curves, so the area at any point would be zero. Instead of taking sums of probabilities, we speak of areas under curves. In calculus terms, we would say that P(a < X < b) is the integral of the probability density function f(x) over the interval from a to b. Because P(X = a) = 0 the expression P(a < X < b) is equal to P(a X b).