  In this Letter, we show that the explosive percolation is a novel continuous
phase transition. The order-parameter-distribution histogram at the percolation
threshold is studied in Erd\H{o}s-R\'{e}nyi networks, scale-free networks, and
square lattice. In finite system, two well-defined Gaussian-like peaks coexist,
and the valley between the two peaks is suppressed with the system size
increasing. This finite-size effect always appears in typical first-order phase
transition. However, both of the two peaks shift to zero point in a power law
manner, which indicates the explosive percolation is continuous in the
thermodynamic limit. The nature of explosive percolation in all the three
structures belongs to this novel continuous phase transition. Various scaling
exponents concerning the order-parameter-distribution are obtained.
