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It has to do with calculus. If the probability of a given result approaches zero as the result itself approaches positive or negative infinity, then the area under the curve approaches 1.

Imagine 1/2 + 1/4 + 1/8 ... to infinity. The sum approaches 1 as the denominator approaches infinity. With calculus, we can determine that with mathematical methods.



I think he was referring specifically to an unbounded uniform distribution, which is indeed not well-defined.




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