Which one is correct answer, I am not sure.

Question:Why is it so important that we understand the concept of the PDF in a continuous probability distribution if we never use it to calculate theP(X=x)?

Because the PDF is used to determine theZscore

Because we must keep in mind that our calculations will be wrong to some extent if the shape of our data distribution differs from the shape defined by the PDF of the model we are using

Because we could never remember the calculus involved in finding the area under a curve defined by the PDF

All of the choices above