Continuous distributions

Cantor distribution

The Cantor distribution is the probability distribution whose cumulative distribution function is the Cantor function. This distribution has neither a probability density function nor a probability mass function, since although its cumulative distribution function is a continuous function, the distribution is not absolutely continuous with respect to Lebesgue measure, nor does it have any point-masses. It is thus neither a discrete nor an absolutely continuous probability distribution, nor is it a mixture of these. Rather it is an example of a singular distribution. Its cumulative distribution function is continuous everywhere but horizontal almost everywhere, so is sometimes referred to as the Devil's staircase, although that term has a more general meaning. (Wikipedia).

Cantor distribution
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Law of total variance | Support (mathematics) | Lebesgue measure | Central moment | Probability density function | Cumulative distribution function | Continuous function | Singular function | Bernoulli number | Singular distribution | Variance | Probability distribution | Cantor function | Random variable | Expected value | Absolute continuity | Probability mass function | Cantor set | Cumulant