******* * : | : * * : | : * * : | : * * : | : * * : | : * *** : | : *** --------------------------------------- 2 -1 a 0 b 1 2The area under any continuous PDF is 1, as indicated in the following equation -

**
∫ [ (e ^{-0.5x²}) / (√2π) ]dx = 1
**

**:**' represents the probability that the random variable X assumes a value between X=a and X=b

OR P(a<X<b).