Point Mass¶
Definition¶
A distribution has a point mass, or atom, at when . Here is a real-valued random variable with that distribution. The CDF has a jump of size at :
Interpretation¶
A point mass is a single value that carries positive probability on its own. On the CDF it shows up as a jump: just to the left of the CDF approaches , at it equals , and the height of the step is exactly .
Because is right-continuous, the mass at is included in , while the left limit equals . With atoms present, a strict and a non-strict inequality can therefore give different probabilities.
Every value with positive PMF of a discrete random variable is a point mass, and these masses add up to one. A point mass can also be only one part of a distribution: in the Example, sits at zero and the remaining is spread by a density, a mixture of a discrete and a continuous part. An atom at therefore does not mean that all probability sits at .
A continuous random variable has a CDF without jumps, so for every , even where the density is large: density height is not point probability.
Examples¶
Suppose with probability and, with probability , is drawn from the uniform distribution on . Then and : there is a point mass at zero. The remaining probability is spread over the interval.
This differs from a constant random variable, for which the point mass at its only possible value is one. An absolutely continuous distribution has no point masses.
Prerequisites¶
Related Concepts¶
Sources¶
- Wiki terminology supplement to the PT CDF convention; placement alongside Week 5 is provisional pending course review.
- Marco Taboga, Distribution function, discrete CDFs and cumulative probability masses.
Aliases: atom of a distribution, atom of a probability distribution, probability atom Symbols: element of, real numbers
Last updated: 22 October 2026 19:04
Point MassIndividual Risk ModelMixed Discrete and Continuous Loss DistributionPolicy LimitDistributionCumulative Distribution FunctionDiscrete Random VariableProbability Mass FunctionAbsolutely Continuous Distribution