Comment author:marks
05 August 2009 05:42:21AM
*
1 point
[-]

No problem.

Improper priors are generally only considered in the case of continuous distributions so 'sum' is probably not the right term, integrate is usually used.

I used the term 'weight' to signify an integral because of how I usually intuit probability measures. Say you have a random variable X that takes values in the real line, the probability that it takes a value in some subset S of the real line would be the integral of S with respect to the given probability measure.

## Comments (155)

Best*1 point [-]No problem.

Improper priors are generally only considered in the case of continuous distributions so 'sum' is probably not the right term, integrate is usually used.

I used the term 'weight' to signify an integral because of how I usually intuit probability measures. Say you have a random variable X that takes values in the real line, the probability that it takes a value in some subset S of the real line would be the integral of S with respect to the given probability measure.

There's a good discussion of this way of viewing probability distributions in the wikipedia article. There's also a fantastic textbook on the subject that really has made a world of difference for me mathematically.