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It is not the case that In continuous distributions, the probability of any event can be computed via integration of a probability density function
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Reasons For
2 perspectives
Reason for 1 of 2
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1.
Vitali sets and other non-measurable subsets of the real line cannot be assigned consistent probability values via Lebesgue integration.
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2.
Any probability space over a continuous domain must exclude legitimate subsets, making 'any event' computability via integration demonstrably false under ZFC.
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Reason for 2 of 2
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1.
De Finetti's constructivist approach shows that probability density functions presuppose a prior measure, making the claim circular for foundational purposes.
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2.
Without an independently justified reference measure, the choice of density function is arbitrary, undermining the claim that probabilities are computed rather than stipulated.
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Reasons Against
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Reason against
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1.
In common continuous distributions there is usually a way to define a probability density for each state
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2.
The probability of any event is the integral of the density over the states that make up the event
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