I have the following question:
Does the random variable $0$ which is always zero has a density function?
I'm somehow thinking about this fact and I'm really insecure I mean one should be able to compute $\Bbb{P}(0\leq B)$ but this depends on the set B doesn't it?
Thanks for your help
As @Mahdi noted, it didn't have a Lebesgue density. It has a mass function, or if you prefer its density is a distribution without a measure. See here & here.