Let's say we have two probability density functions : $p(x)$ and $q(x)$. $\int p(x)q(x)dx$ is not necessarily 1 is that correct? If so, then is there an upper bound on this quantity since $\int p(x)dx = 1$ and $\int q(x)dx = 1$ ?
2026-04-08 07:29:46.1775633386
Upper bound on the integral of two pdfs
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$p(x)=q(x)=\frac 1 2 x^{-1/2}$ for $0<x<1$ shows that $\int p(x)q(x)dx$ may be $\infty$.