Definition:Random Variable/Continuous/Absolutely Continuous/Definition 2
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Definition
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $X$ be a real-valued random variable on $\struct {\Omega, \Sigma, \Pr}$.
Let $F_X$ be the cumulative distribution function of $X$.
We say that $X$ is an absolutely continuous random variable if and only if:
- $F_X$ is absolutely continuous.