Probability density function (PDF) for continuous variable?

[deleted_user]

I am familiar with PDF function that gives a predictive value when a distribution and random variable are specified.

pdf('normal', random variable)

My understanding is that this function will give the probability of the outcome of a discrete random variable for each observation.

Is there an analogous function for the density of a continuous variable? Using a continuous variable with this function gives zero probabilities since there are an infinite number of outcomes.

[deleted_user]

The other function is called CDF. Maybe that's what you meant.

[statsplank]

By definition, for continuous variables probabilities are always associated with intervals. This means that Pr(X=a)=0 for a continuous variable X with probability density f(x), and any real constant a.

You can use a cumulative density function F(x) to calculate the probability for an interval [a, b]: Pr(a<=X<=b)=F(b)-F(a).