Comment #10 on issue 3090 by mrock...@gmail.com: Create ContinuousDensity class
http://code.google.com/p/sympy/issues/detail?id=3090
I think that normalization should be an option. We're likely to generate these things far more often than a user does and the relevant integrals to ensure or create normalization can, as Nathan points out, fail or take time.
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