This is a further generalisation of the students t test. Is opposition to COVID-19 vaccines correlated with other political beliefs? A sum of integrals with the appropriate bounds for each case of $f(x)$? Basically, this function is determined for continuous random variables, whereas the Probability mass function (PMF) is defined for discrete random variables. Mathematics Stack Exchange is a question and answer site for people studying math at any level and professionals in related fields. If the probability of X is lying in an interval (a,b) then we can figure it for P(a