Which of the following is a false statement concerning the probability density function and the cumulative distribution function of a random variable?

Which of the following is a false statement concerning the probability density function and the cumulative distribution function of a random variable?
A . the PDF is non-negative.
B . the definite integral of the CDF from minus infinity to plus infinity is undefined.
C . the CDF approaches 1 as its argument approaches infinity.
D . the definite integral of the PDF from minus infinity to plus infinity is zero.

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Answer: D