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I dont understand how for a continuous probability distribution f(x) that the probability of getting one individual x is 0. Surely if you put a value into your formula this gives the value of the probability of that one value ?

Mr. Electron
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    That function is a density, not a probability. It can, for example, be greater than $1$. To get a probability out of it, you need to integrate over a region. – lulu Mar 04 '17 at 16:25
  • Notice the sentence in Wikipedia: "If a probability distribution admits a density, then the probability of every one-point set {a} is zero; the same holds for finite and countable sets." – Antoni Parellada Mar 04 '17 at 17:32

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