Absolutely continuous random variable
A random variable
is said to be absolutely continuous or,
simply, continuous if its support
has the power of the continuum and the probability that
assumes a value in a given interval
![$\left[ a,b\right] $](http://images2.statlect.com/absolutely_continuous_random_variable__4.png)
can be expressed as an
integral:![[eq1]](http://images1.statlect.com/absolutely_continuous_random_variable__5.png)
where
the integrand function
![[eq2]](http://images2.statlect.com/absolutely_continuous_random_variable__6.png)
is called the probability density function of
.
Absolutely continuous random variables are discussed in more detail in the lecture entitled Random variables.
Keep reading the glossary
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