Let f(x) be the continuous probability density function of a random variable X. The probability that a < X ≤ b, is

A. $${\text{f}}\left( {{\text{b}} - {\text{a}}} \right)$$

B. $${\text{f}}\left( {\text{b}} \right) - {\text{f}}\left( {\text{a}} \right)$$

C. $$\int\limits_{\text{a}}^{\text{b}} {{\text{f}}\left( {\text{x}} \right){\text{dx}}} $$

D. $$\int\limits_{\text{a}}^{\text{b}} {{\text{xf}}\left( {\text{x}} \right){\text{dx}}} $$

Answer: Option C