What exactly is a general probability distribution?

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SUMMARY

A "general probability distribution" refers to a probability function that encompasses a broad range of distributions without being limited to specific types. It implies that the concepts and related work discussed can be applied universally across all probability distributions. In mathematical terms, a general probability distribution can be defined as a function F(x) that is increasing, with limits where F approaches 0 as x approaches negative infinity and F approaches 1 as x approaches positive infinity. This definition clarifies the use of "general" in the context of probability distributions.

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Zacarias Nason
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I'm watching a Stat. Mech. lecture and in it, the lecturer mentions a "general probability distribution" but doesn't explain what exactly that is, yet in the context of the video, everything necessary to understand is understood.

On some cursory google searches I'm finding several hits for a "general probability distribution" in papers and abstracts, but I am struggling to find a good definition. What is a good way to define this? Obviously the word "general" wasn't just thrown in there to confuse people, what does this mean? Does "for a general probability distribution" literally just mean that any of the related work/concepts is applicable to all probability distributions?
 
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Zacarias Nason said:
Does "for a general probability distribution" literally just mean that any of the related work/concepts is applicable to all probability distributions?

That's the way I would interpret it. Perhaps the author should have said for a "given" probability function.
 
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I would take it to mean, in one dimension, a function F(x), such that F is increasing, the limit, as x goes to negative infinity, is 0, and the limit, as x goes to infinity, is 1.
 
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