Your while loop does not do the same thing as your for loop; the for loop starts at 1 and always increments i.
Move the i += 1 before the even test:
i = 0
while(i < 10):
i += 1
if i % 2 == 0:
continue
print i
because 0 % 2 == 0 is True, so you always continue, skipping the i += 1 and print i statements.
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solved Python continue with while