Singular distribution

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In probability, a singular distribution is a probability distribution concentrated on a 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.

[edit] See also

• Singular measure

[edit] External link

• Springer Encyclopaedia of Mathematics