On Tue, 3 Feb 2004, Duncan Murdoch wrote:

> On Tue, 03 Feb 2004 09:45:52 +0000, Matthias Kohl
> <[EMAIL PROTECTED]> wrote:
>
> >I think the most common example is the Cantor distribution.
>
> That's the most common 1-dimensional singular distribution, but higher
> dimensional distributions are much more commonly singular.  For
> example, mixed continuous-discrete distributions, and other
> distributions whose support is of lower dimension than the sample
> space, e.g. X ~ N(0,1), Y=X.

The most common 1d singular distribution is probably a lifetime with an
atom at zero.

I think the question was about a continuous but not absolutely continuous
distribution, and indeed the Cantor distribution is the standard example
in theory courses.

-- 
Brian D. Ripley,                  [EMAIL PROTECTED]
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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