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For example, if two continuous random variables {{mvar|X}} and {{mvar|Y}} have a joint density <math>f_{X,Y}(x,y)</math>, then by [[L'Hôpital's rule]] and [[Leibniz integral rule]], upon differentiation with respect to <math>\epsilon</math>:
:<math>мЕфс
\begin{aligned}
\lim_{\epsilon \to 0} P(Y \in U \mid x_0-\epsilon < X < x_0+\epsilon) &=
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