So, i faced this question during a pratice quiz 
i have no idea why " all of the elements are located contiguously in memory " wrong!! My logic is that priority queues are made of binary heaps and binary heaps are made of arrays ( according to introduction to algorithms by CLRS ) , so this means that elements are located contiguously in memory is true for PQ since it's true for arrays so, what am i doing wrong ?!
An associative dictionary is any data structure which maps keys to values. Binary search trees, hash tables, and B-trees are all examples of associative dictionaries. It is incorrect to say that an associative dictionary must be a binary search tree.
Similarly, a priority queue is any data structure which allows insertion in any order and removal in priority order. A binary heap is an example of a priority queue, but it is incorrect to say that a priority queue must be a binary heap.
There are lots of other data structures which implement priority queues, including n-ary heaps (for n greater than 2), binomial heaps, Fibonacci heaps, Brodal queues, van Emde Boas trees, and many more besides.
And that's leaving aside the issue that a binary heap doesn't strictly need to be stored in contiguous memory. Any storage scheme can be used as long as it can be indexed like an array and supports $O(1)$ access time.
