Note on terminology: some authors use the term "continuous distribution" to denote distributions whose cumulative distribution functions are [[continuous function|continuous]], rather than [[absolute continuity|absolutely continuous]]. These distributions are the ones <math>\mu</math> such that <math>\mu\{x\}\,=\,0</math> for all <math>\,x</math>. This definition includes the (absolutely) continuous distributions defined above, but it also includes [[singular distribution]]s, which are neither absolutely continuous nor discrete nor a mixture of those, and do not have a density. An example is given by the [[Cantor distribution]]. | Note on terminology: some authors use the term "continuous distribution" to denote distributions whose cumulative distribution functions are [[continuous function|continuous]], rather than [[absolute continuity|absolutely continuous]]. These distributions are the ones <math>\mu</math> such that <math>\mu\{x\}\,=\,0</math> for all <math>\,x</math>. This definition includes the (absolutely) continuous distributions defined above, but it also includes [[singular distribution]]s, which are neither absolutely continuous nor discrete nor a mixture of those, and do not have a density. An example is given by the [[Cantor distribution]]. |