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Let 
be, for a set of n real continuous parameters 
the probability density function of a random variable x with respect to a σ-finite measure μ on a σ-algebra of subsets of the sample space 
. If x; is a continuous random variable, μ will be Lebesgue measure on the Borel sets of a Euclidean sample space and, if x is discrete, μ will be counting measure on the class of all sets of a countable sample space. The parameters αi are said to be orthogonal (Jeffreys (3), pp. 158,184) if 
.
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