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Improper distribution

From Encyclopedia of Mathematics - Reading time: 1 min

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 $\mu(\mathbf R)<1$.


How to Cite This Entry: Improper distribution (Encyclopedia of Mathematics) | Licensed under CC BY-SA 3.0. Source: https://encyclopediaofmath.org/wiki/Improper_distribution
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