PX284 - A2 - continuous probability distributions

normalization

∫P(x)dx=1

mean

⟨x⟩=∫xP(x)dx⟨f(x)⟩=∫f(x)P(x)dx

variance

σx2=⟨x2⟩−⟨x⟩2

standard deviation

σx=⟨x2⟩−⟨x⟩2