Density function of a continuous random variable? - Answers

I am not quite sure what you are asking. If this answer is not complete, please be more specific. There are many probability density functions (pdf) of continuous variables, including the Normal, exponential, gamma, beta, log normal and Pareto. There are many links on the internet. I felt that the related link gives a very "common sense" approach to understanding pdf's and their relationship to probability of events. As explained in the video, a probability can be read directly from a discrete distribution (called a probability mass function) but in the case of a continuous variable, it is the area under the curve that represents probability.