false P(X=k) for any density function is 0. The probability density function tells you the probability that the experiment ends up in some interval. For instance, the PDF will tell you how likely it is that you find someone between 5 feet and 6 feet, if you use the normal curve perhaps. It won't tell you the probability that someone is exactly 6 foot. Only discrete random variables give you non zero probabilities for a single number. The CDF gives you the probability that all the previous values were reached, up to , and including the value you want. So for instance, let's say that you want to know, on the normal curve perhaps, the probability that a person is AT MOST 8 foot. then you would sum up all the previous probabilities up to the 8 foot mark. That will give you the probability that someone is under 8 feet tall.
Mathematically f(x)= density function F(x) = cumulative function (d/dx)F(x)=f(x) or F(x)= the integral of f(x)