Question: where the parentheses contain the corresponding properties, (2.5) and (2.6), of a mass function pY . However, this analogy can be dangerous, since fX (x)

where the parentheses contain the corresponding properties, (2.5) and (2.6), of a mass function pY . However, this analogy can be dangerous, since fX (x) is not a probability and may well even exceed 1 in value. On the other hand, fX (x) is indeed a ‘measure’ of probability in the 4More advanced textbooks call such random variables ‘absolutely continuous’.

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