An atomless probability measure gives measure zero to every countable set; one-point sets in Euclidean space are Lebesgue null; and every absolutely continuous probability measure is atomless.
In the setting of Probability Measures on Euclidean Space and Random Vectors: Standing Notation, whose notation of Product Measures and Lebesgue Measure on ℝⁿ: Standing Notation and Background is in force, let satisfy , let be the Lebesgue measure on , and let .
1. (Countable sets are null for an atomless measure) Suppose that is atomless and let be countable. Then and .
2. (One-point sets are Lebesgue null) For every one has . Consequently every countable subset of belongs to and satisfies .
3. (Absolutely continuous implies atomless) If is absolutely continuous, then is atomless.
Loading…
No relations recorded yet.