Support of Continuous Random Variable

Definition

Let

• $X$ : Continuous random variable
• $\mathcal{D}$ : Space of $X$
• $f_X(x)$ : pdf of $X$

Then the support of $X$ is defined as ${\mathcal{S}}_X=\{x\in \mathcal{D}:f_X(x)>0\}$