From my lecture notes:
In most cases a cross section is represented in a differential way with respect to one or more observables. While it is possible to make a theoretical prediction for a distribution dσ/dO with respect to a continuous observable O it is not possible in general to measure the differential cross section at an exact value of that observable. This is because the probability of the observable being exactly that value is 0, it is only non-vanishing if we consider the probability for the observable to be in an interval containing the value. For this reason differential cross sections are represented as histograms.
I know that the differential cross section $\frac{d\sigma}{d\Omega}$ represents the proportion of particles scattered in an infinitesimally small angle $d\Omega$, but I really don't understand the significance of the statement: the probability of the observable being exactly that value is 0, it is only non-vanishing if we consider the probability for the observable to be in an interval containing the value.
What is reasoning behind that?