What is a continuous random variable?

Answer 1

In the simplest setting, a continuous random variable is one that can assume any value on some interval of the real numbers.

For example, a uniform random variable is often defined on the unit interval [0,1], which means that this random variable could assume any value between 0 and 1, including 0 and 1. Some possibilities would be 1/3, 0.3214, pi/4, e/5, and so on ... in other words, any of the numbers in that interval.

As another example, a normal random variable can assume any value between -infinity and +infinity (another interval). Most of these values would be extremely unlikely to occur but they would be possible. The random variable could assume values of 3, -10000, pi, 1000*pi, e*e, ... any possible value in the real numbers.

It is also possible to define continue random variables that assume values on the entire (x,y) plane, or just on the circumference of a circle, or anywhere that you can imagine that is essentially equivalent (in some sense) to pieces of a real line.