Singular distribution

Singular distribution

In probability, a singular distribution is a probability distribution concentrated on a set of Lebesgue measure zero set where the probability of each point in that set is zero. Such distributions are not absolutely continuous with respect to Lebesgue measure.

A singular distribution is not a discrete probability distribution because each discrete point has a zero probability. On the other hand, neither does it have a probability density function, since the Lebesgue integral of any such function would be zero.

An example is the Cantor distribution.

See also

External links

Search another word or see Singular distributionon Dictionary | Thesaurus |Spanish
Copyright © 2015, LLC. All rights reserved.
  • Please Login or Sign Up to use the Recent Searches feature