What is the name for a non-normalized distribution? - MathOverflow most recent 30 from http://mathoverflow.net2013-06-19T17:13:56Zhttp://mathoverflow.net/feeds/question/107117http://www.creativecommons.org/licenses/by-nc/2.5/rdfhttp://mathoverflow.net/questions/107117/what-is-the-name-for-a-non-normalized-distributionWhat is the name for a non-normalized distribution?Scot Free Kennedy2012-09-13T19:23:41Z2012-09-17T09:59:28Z
<p>For some analysis work with probability distributions, I remember a common trick being to drop the "integrate to 1" requirement, so the set becomes closed under addition and is more convenient to work with in general. It's always easy to re-normalize at the end, if needed.</p>
<p>I cannot for the life of me remember what these more general objects are called, though. Are they just "distributions" or is there a more specific name? Again, the name for the members of a function space with all the properties of a PDF except the requirement that they integrate to 1.</p>
http://mathoverflow.net/questions/107117/what-is-the-name-for-a-non-normalized-distribution/107123#107123Answer by Adrien for What is the name for a non-normalized distribution?Adrien2012-09-13T20:20:15Z2012-09-13T20:20:15Z<p>Measures ? They are also more restrictive subsets of measure like finite measures or $\sigma$-finite measures.</p>
http://mathoverflow.net/questions/107117/what-is-the-name-for-a-non-normalized-distribution/107125#107125Answer by an12 for What is the name for a non-normalized distribution?an122012-09-13T21:13:57Z2012-09-13T22:37:01Z<p>The name is "kernel of a probability distribution" or "unnormalized kernel". This usage seems to be mostly prevalent in Bayesian Statistics as explained here</p>
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<p><a href="http://en.wikipedia.org/wiki/Kernel_%28statistics%29" rel="nofollow">http://en.wikipedia.org/wiki/Kernel_(statistics)</a></p>
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http://mathoverflow.net/questions/107117/what-is-the-name-for-a-non-normalized-distribution/107370#107370Answer by Adrien Hardy for What is the name for a non-normalized distribution?Adrien Hardy2012-09-17T09:59:28Z2012-09-17T09:59:28Z<p>For an absolutely continuous finite Borel measure $\mu(dx)=f(x)dx$ on $\mathbb R$, if $\mu(\mathbb R)\neq 1$ then $f$ is sometimes called the "intensity" of the measure. </p>