"If a random variable has a probability density function, then the characteristic function is its Fourier transform" - http://en.wikipedia.org/wiki/Characteristic_function_(probability_theory)#Definition".(adsbygoogle = window.adsbygoogle || []).push({});

I have never come across a random variable that did not have a probability density function. Can someone give an example of a random variable that does not have a probability density function?

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# Looking for an example of a random variable that does not have a prob density fn

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