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Let f(x) be the continuous probability density function of a random variable x. The probability that $$ a < x \leq b,$$ is
$$ f(b - a) $$
$$ f(b) - f(a) $$
$$ \int_{a}^{b} f(x) dx $$
$$ \int_{a}^{b} xf(x) dx $$
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