Definition:Random Variable/Continuous
< Definition:Random Variable(Redirected from Definition:Continuous Random Variable)
Definition
Let $\mathcal E$ be an experiment with a probability space $\left({\Omega, \Sigma, \Pr}\right)$.
A continuous random variable on $\left({\Omega, \Sigma, \Pr}\right)$ is a random variable $X: \Omega \to \R$ whose cumulative distribution function is continuous for all $x \in \R$.
