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)
Famous quotes containing the words probability, measure and/or theory:
“The probability of learning something unusual from a newspaper is far greater than that of experiencing it; in other words, it is in the realm of the abstract that the more important things happen in these times, and it is the unimportant that happens in real life.”
—Robert Musil (1880–1942)
“Unless a group of workers know their work is under surveillance, that they are being rated as fairly as human beings, with the fallibility that goes with human judgment, can rate them, and that at least an attempt is made to measure their worth to an organization in relative terms, they are likely to sink back on length of service as the sole reason for retention and promotion.”
—Mary Barnett Gilson (1877–?)
“The great tragedy of science—the slaying of a beautiful theory by an ugly fact.”
—Thomas Henry Huxley (1825–1895)