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Yes.

It doesn't make sense to have a frequency distribution WITHOUT the categories being mutually exclusive. For example, show a chart of the distribution of heights of children in a school. A given child is one specific height and so his contribution to the chart is in just one category.

An example of where it doesn't make sense: percentage of shirts seen containing each color. You might have a total well over 100% since shirts can contain several colors, and so the colors are not mutually exclusive since a given shirt can be in two color categories. The colors are not 'exclusive' because blue does not exclude white.

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Q: Is frequency distribution mutually exclusive
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