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Oct 27, 2019 at 7:41 comment added JustAnotherUser Thank you for that easy to follow explanation! I think what trips me up the most is the fact that I've previously learned than probability density is not the same as probability. So if I'm multiplying the probability $P(X=x)$ with the density value for $Y$ from $f(y)$ I feel like I'm doing something wrong. I feel like I should be integrating $\int_{a}^{b}f(y)dy$ so that I can multiply two probabilities together.
Oct 26, 2019 at 21:29 history edited carlo CC BY-SA 4.0
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Oct 26, 2019 at 21:04 history answered carlo CC BY-SA 4.0