I know that KL divergence measures difference between two probability distributions. My doubt is for which of the distributions it could become Infinity, putting it in another way,
P(x) has to produce the values that
Q(x) has to be
P(x) does not, because KL divergence is given as below:
Can any one tell me by choosing which probability distributions for P(x) and Q(x) we can achieve KL divergence as Infinity.
I think choosing P(x) as uniform distribution and Q(x) as Gaussian distribution could give Infinity, am I right?