The function p(x) is normalized so

The function p(x) is normalized so that P(x 6 [a, b}) = 1 if the interval [a, b] corresponds to the whole of x space. Note that we use upper-case letters for probabilities and lower-case letters for probability densities. For continuous variables, the class-conditional probabilities introduced above become class-conditional probability density functions, which we write in the form p(x|Cjt). The histograms
plotted in Figure 1.2 effectively provide unnormalized, discretized estimates of
the two functions p{xC) and p(xC2).