Quick question that has been bugging me for a while: I have come across both the notation $dP(x)$ as well as $P(dx)$ when looking at the $\mathbb E[X]$ where $X$ is a continuous real random variable. Am I missing an important concept as to why both are used, rather than just one? Or are these notations simply equivalent?
2026-04-02 23:16:58.1775171818
Different notation $dP(x)$ and $P(dx)$
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