Chapter 4 RANDOM VARIABLES
DEFINITION: A random variable is said to be continuous if its cdf is a continuous function (see later). This is an important case, which occurs frequently in practice. EXAMPLE: The Exponential Distribution Consider the rv Y with cdf FY (y) = 0, y < 0, 1 − e−y, y ≥ 0. This meets all the requirements above, and is not a step function.
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