[en] The physics of the continuum spectrum of active galactic nuclei (AGNs) was examined using a large data set and rigorous statistical methods. A data base was constructed for 469 objects which include radio selected quasars, optically selected quasars, x-ray selected AGNs, BL Lac objects, and optically unidentified compact radio sources. Each object has measurements of its radio, optical, x-ray core continuum luminosity, though many of them are upper limits. Since many radio sources have extended components, the core component were carefully selected out from the total radio luminosity. With survival analysis statistical methods, which can treat upper limits correctly, these data can yield better statistical results than those previously obtained. A variety of statistical tests are performed, such as the comparison of the luminosity functions in different subsamples and linear regressions of luminosities in different bands. Interpretation of the results leads to the following tentative conclusions: the main emission mechanism of optically selected quasars and x-ray selected AGNs is thermal, while that of BL Lac objects is synchrotron; radio selected quasars may have two different emission mechanisms in the x-ray band; BL Lac objects appear to be special cases of the radio selected quasars; some compact radio sources show the possibility of synchrotron self-Compton (SSC) in the optical band; and the spectral index between the optical and the x-ray bands depends on the optical luminosity