除了
离散型随机变量,连续型随机变量,以及他们对应的
测度的convex combination构成的测度对应的随机变量外,存在其他类型的随机变量。
简单的说,所谓离散型随机变量(连续型随机变量)指的是,该随机变量对应的测度是absolutely continuous with respect to counting measure(Lebesgue measure)的。测度集中在
Cantor集的测度,不 absolutely continuous with respect to counting measure和Lebesgue measure。