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marks comments on Bayesian Flame - Less Wrong

37 Post author: cousin_it 26 July 2009 04:49PM

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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.

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.