I don't think you are missing anything. Moreover, I think that wikipedia just has an error in this regard.
Following their chain of definitions leads to this example: http://en.wikipedia.org/wiki/Support_(measure_theory)#A_uniform_distribution If the uniform distribution on the open interval (0,1) has the closed set [0,1] as its support then the beta distribution obviously does as well. In fact, the definition they use starts with "The largest closed set ...". On Mon, Jan 3, 2011 at 11:00 AM, Mikkel Meyer Andersen <m...@mikl.dk> wrote: > > I am happy to keep them if I can get a clear understanding of what they > > mean. As I said in the original post, I think I must be missing > something > > that makes them meaningful. If you use the definition that I gave of > > support, other than infinities, the endpoints are always going to be > > included. Could well be I am missing something. > No, I don't think that you've missed anything. I probably haven't > given it a decent thought when I included them to begin with. So the > right think is to remove those functions following the de facto > definition of support. >
