Improper Distribution

From Encyclopediaofmath

The same as a degenerate distribution.

Comments[edit]

In the West it is unusual to identify the notions of a degenerate distribution and an improper distribution. For the first see Degenerate distribution; the latter is defined as a measure $\mu$ on the Borel sets of $\mathbf R$ such that $\mu(\mathbf R)<1$.



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