Purpose:
I am using fancyhdr package to put some text on my headers and footers.
Problem:
I want my footnotes to appear as a part of the fancy footer and not appear separately as shown.
Other Trials:
I have tried \usepackage[bottom]{footmisc}, but that just gets the regular footnote to appear at the bottom of the page, but does not integrate the footnote with the fancy footer.
MWE
\documentclass{article}
\usepackage{fancyhdr}
\fancypagestyle{plain}{%
\cfoot{\thepage}
\renewcommand{\headrulewidth}{0.4pt}
\renewcommand{\footrulewidth}{0.4pt}
}
\pagestyle{plain}
\begin{document}
The family of exponential densities would be useful in Maximum Likelihood estimators later in the course. \footnote{Lets try and do some mathematica simulations for showing these densities and the effect of parameter variations.}
\end{document}

