Do all distributions of R.V.s have a singular part and a continuous part?

90 Views Asked by At

Consider the probability distribution of a real-valued R.V. as the equivalence class of generalized PDFs where the integral over each measurable set in $\mathbb{R}$ is the same in each PDF.

1) Can any R.V.'s distribution be represented as the sum of a normal function and a countable number of $\delta$'s?

2) If so, does there exist an element in the equivalence class where the 'normal function' part's set of discontinuities is nowhere dense?

I am trying to work out the form of a general product distribution and it would be helpful to know what distributions look like.

1

There are 1 best solutions below

3
On BEST ANSWER

There exist distributions which are neither discrete nor continuous. For example, the Lebesgue-Stieltjes measure generated by the Cantor function.