Continuous Random Variables.

A rigorous treatment of continuous probability measures, derived from the Spring 2021 lectures by Prof. Reda Mazloum.

"The laws of probability, so true in general, so fallacious in particular."

— Edward Gibbon

Cumulative Distribution Functions (CDF), Formal definition of continuity, and Probability Density Functions (PDF).

Finding normalization constants, deriving piecewise CDFs, and interpreting probability as area under the curve.

Chapter 2: Expectations & Variance