The PDF is the probability that our random variable reaches a specific value (or in the case of a continuous variable, of falling between an interval).

David Gilat, Some Conditions Under Which Two Random Variables are Equal Almost Surely and a Simple Proof of a Theorem of Chung and Fuchs, The Annals of Mathematical Statistics, Vol. 42, No. 5 (Oct., ...

Exploiting these facts, we use copulas to define several natural nonparametric measures of dependence for pairs of random variables. We show that these measures satisfy reasonable modifications of ...