diff --git a/src/history.rs b/src/history.rs
index fbb050e..fb56932 100644
--- a/src/history.rs
+++ b/src/history.rs
@@ -779,7 +779,7 @@ impl<T: Time, D: Drift<T>, O: Observer<T>, K: Eq + Hash + Clone> History<T, D, O
                 }
                 crate::Outcome::Scored { scores, sigma } => {
                     let resolved = sigma.unwrap_or(self.score_sigma);
-                    if !(resolved > 0.0) {
+                    if resolved <= 0.0 || resolved.is_nan() {
                         return Err(InferenceError::InvalidParameter {
                             name: "score_sigma",
                             value: resolved,