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In the following integral, p(x) and q(x) are probability distributions. Can you help me to determine in what situation this integral is equal to infinity. For example, I think that such a situations is when only p(x) has an infinite peak.

$$\int_{-\infty}^{\infty}\{\log\frac{p(x)}{q(x)}\}p(x)dx$$

Thank you very much!

2 Answers 2