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Improper distribution

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The same as a degenerate distribution.

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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. URL: http://encyclopediaofmath.org/index.php?title=Improper_distribution&oldid=31582