Exploration of singular continuous distributions and convex linear combinations of different distributions
In probability theory, a random variable (vector) is divided into discrete, absolutely continuous, singular continuous, and a mixture of them. Absolutely discrete and continuous random variables (vectors) have been extensively studied in various probability and statistics books. However, less attention has been paid to the issue of singular continuous distributions and mixture distributions, part of which is singular continuous. In this article, an example of singular random vectors is given. Also, examples of mixture random vectors are presented whose distribution function is a convex linear combination of discrete, absolutely continuous, and continuous distribution functions.