I'm reading this research article and can't seem to understand what this notation mean, $P(T = i) = \int P(X>x)P(Y = \mathrm dx) $ where $T$, $X$, $Y$ are all obviously random variables. Irrespective of their particular definition, what would a RV equal to $\mathrm dx$ possibly mean ?
2026-03-27 18:23:41.1774635821
What does this notation ($Y = \mathrm dx$) in probability mean?
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