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If the normalized probability density of the normal distribution is ## p(x) = \frac {1}{\sqrt{2\pi}\sigma} e^{-\frac{(x-\mu)^2}{2\sigma^2}} ##, then if ##\sigma = 0.0001## and in the special case ## x = \mu##, wouldn't the probability density at this point, ##p(\mu)##, exceed 1 since it is equal to ##p(\mu) = \frac {1}{\sqrt{2\pi}0.0001} > 1##? Wouldn't this mean it is not normalized?