Density is the area under a probability curve (the Normal curve, for example) between one value on the x-axis and another value on the x-axis. The reason for using probability density instead of probability itself is the following: Continuous variables, in contrast to discrete random variables cannot be described by the probability of particular values of x because there are infinitely many possible values and they are not countable. This makes the probability of any particular value equal to zero. For example, the probability that the body weight of an individual is exactly 75.127134143 kilograms is practically zero, but the probability that body weight is within the interval 75.1 and 75.2 kg is a measurable quantity.
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