Re: Improper distribution





On Jan 28, 6:56 am, "Inf" <infinitysqua...@xxxxxxxxx> wrote:
Intuitively, I would expect something like a delta function at
infinity,
But does that have any meaning? When does it contribute to an
integral i.e. an expectation, given the way an integral is defined,
as a limit towards the upper end point.

I'll admit, I've never seen this done with the delta at infinity.
Certainly with a delta at a finite value, it works fine. I think the
thing with it at infinity would be that you'd have to be careful in
how you do integrals, and consider on a case-by-case basis whether or
not it should be included.

You might be better just treating this as two distributions.

Michael

.



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