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Open itThe problem with using intervals, however, is that their widths and edges are arbitrary, and wide intervals are not very precise. Therefore, what we will do is make the intervals infinitesimally narrow, and instead of talking about the infinitesimal probability mass of each infinitesimal interval, we will talk abOriginal toplevel document (pdf)
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shihabdider - (no access) - Doing Bayesian Data Analysis, p82