Past exam of the year 1 of the computer science course of the University of Oxford / 2023 / Discrete mathematics, probability and continuous mathematics / 9 / a

The cumulative distribution function is $F_X(x)=\mathbb{P}(X\le x)={\int }_{-\infty }^{x}f(u)du$. This formula uses the assumed probability density function; the density itself need not be a continuous function.

An absolutely continuous probability distribution assigns zero probability to a singleton, because its density has zero integral over that set. Thus $\mathbb{P}(X=x)=0$ for every real $x$, including points where a chosen version of $f$ is nonzero.

The events $\{X=k\}$, for $k\in \mathbb{Z}$, are pairwise disjoint. Their union is $\{X\in \mathbb{Z}\}$, and the integers form a countable set. By countable additivity,Countability is the necessary justification: one cannot apply this argument to an arbitrary uncountable union of zero-probability singletons. This is a special case of countable sets have zero probability under a density.