Dirac measure

In mathematics, a Dirac measure is a measure δx on a set X that gives a given element x measure 1, so that

δx({x}) = 1

and in general

δx(Y) = 0

for any subset Y of X not containing x,

δx(Z) = 1

for any subset Z containing x.

The Dirac measure is a probability measure, and in terms of probability it represents the almost sure outcome x in the sample space X. We can also say that the measure is a single atom at x. The Dirac measures are the extreme points of the convex set of probability measures on X.

The name is a back-formation from the Dirac delta function, considered as a Schwartz distribution, for example on the real line; measures can be taken to be a special kind of distribution.

See also: Dirac measure, Almost sure, Dirac delta function, Extreme point, Mathematics, Measure (mathematics), Probability measure, Real line, Sample space, Schwartz distribution