You may want to look at a Beta random variable.
If you want to extend it's support from (0,1) to say (0,n) you can tranform it by letting W=nX.
I want to use some kind of "continuous" binomial distribution. I know binomial distribution is defined for natural numbers, but I want to extend it to the use of real numbers.
I also know that the gamma function is an extension of factorial to be used with real numbers.
My question is:
Is a probability density function? More precisely, is the integral from 0 to n equal to 1?
Playing with excel it doesn't seem to be 1, but i'm not sure. Do you know what function should i use?