Let $X$ be a random variable. Let $P_X$ be its probability law. Does it make sense to write $\int_2^\infty P_X(dx)$? I think that $\int_{[2,\infty)}P_X(dx)$ may not be equal to $\int_{(2,\infty)}P_X(dx)$, because it might happen that $P(X=2)>0$. Are my thoughts correct?
2026-04-29 23:05:57.1777503957
Domain of integral with respect to probability law.
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