jamesair99
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Hi everyone

Please can someone kindly explain to me (in words) intuitively what the Radon Nikodym Theorem actually means?
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Zhen Lin
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I presume you know measure theory. The Radon—Nikodym theorem basically tells us that a \sigma-finite measure \nu, absolutely continuous w.r.t. to another \sigma-finite measure \mu, has a density function w.r.t. to \mu.

In particular, an absolutely continuous probability distribution has a probability density function.
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