hi

I'm trying to prove the four properties of the density functions.

The question goes, "Show that the properties of a density function $\displaystyle f_X(x)$ are valid."

I have done the first one, but I am having trouble with the second one.

The second property of density functions in my books goes like this....

$\displaystyle \int^\infty_{-\infty}f_X(x)dx = 1$

can anyone help?