The point probability of a real random variable 
at 
is
 |
For a random variable with a discrete distribution, these values form its probability
mass function. If 
has a probability density function,
then every point probability is zero, even at a point where
the density is positive (NIST). A density value is therefore distinct from a point
probability.
A P-value in hypothesis testing is generally a tail probability under the null hypothesis, rather than the point probability of the observed value.
