I am trying to understand the difference between the two concepts mathematically and also graphically.
Regarding the probability density function (pdf), I know that it shows the probability of a continuous random variable having a value that belongs to an interval. What I don't know is how we make the transition from probability mass function (pmf) to pdf. I would like to know this, as additional knowledge, but it's not the point of my thread, but I'd appreciate links/pdf etc regarding this.
My problem is to understand the difference between pdf and the continuous probability distribution. In fact my problem is understanding the continuous probability distribution.
Example : we have the normal pdf. It's a function that whose value depends on a continuous variable and we can plot it, and we would get the bell shaped graph. So I understand the meaning of pdf, how we express it mathematically and how it looks graphically.
Now I want to know the same about the normal continuous probability distribution.
What it means?
How we express it mathematically?
How it looks graphically?
By knowing the answer to the above 3 questions then I can understand how it's different from the pdf.