If X is a continuous exponential random variable with a mean

If X is a continuous exponential random variable with a mean of 79.5 units of time, which of the following probabilities is the smallest:

A. P(119 < x < 120)

B. P(x = 79.5)

C. P(x > 266)

Solution

B. The probability of B is 0, because the probability of any continuous distribution at a single point is 0.