In Probability and Measure Theory
For more details on this topic, see support (measure theory).In probability theory, the support of a probability distribution can be loosely thought of as the closure of the set of possible values of a random variable having that distribution. There are, however, some subtleties to consider when dealing with general distributions defined on a sigma algebra, rather than on a topological space.
Note that the word support can refer to the logarithm of the likelihood of a probability density function.
Read more about this topic: Support (mathematics)
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