Comment #7 on issue 3090 by asmeu...@gmail.com: Create ContinuousDensity class
http://code.google.com/p/sympy/issues/detail?id=3090
Instead of just verifying that the pdf integrates to 1, perhaps it would be useful to allow it to automatically normalize it to such.
That could be useful if someone is trying to create their own custom distribution (like some piecewise linear distribution or something). That kind of behavior would also be useful for discrete random variables.
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