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Point Mass

Definition

A distribution has a point mass, or atom, at a∈Ra\in\mathbb{R} when pa=P(X=a)>0p_a=\mathbb{P}(X=a)>0. Here XX is a real-valued random variable with that distribution. The CDF has a jump of size pap_a at aa:

pa=FX(a)−FX(a−),FX(a−)=lim⁡x↑aFX(x).p_a=F_X(a)-F_X(a^-),\qquad F_X(a^-)=\lim_{x\uparrow a}F_X(x).

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 aa the CDF approaches FX(a−)F_X(a^-), at aa it equals FX(a)F_X(a), and the height of the step is exactly P(X=a)\mathbb{P}(X=a).

Because FXF_X is right-continuous, the mass at aa is included in FX(a)=P(X≤a)F_X(a)=\mathbb{P}(X\le a), while the left limit FX(a−)F_X(a^-) equals P(X<a)\mathbb{P}(X<a). 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, 0.30.3 sits at zero and the remaining 0.70.7 is spread by a density, a mixture of a discrete and a continuous part. An atom at aa therefore does not mean that all probability sits at aa.

A continuous random variable has a CDF without jumps, so P(X=a)=0\mathbb{P}(X=a)=0 for every aa, even where the density is large: density height is not point probability.


Examples

Suppose X=0X=0 with probability 0.30.3 and, with probability 0.70.7, XX is drawn from the uniform distribution on (0,1)(0,1). Then FX(0−)=0F_X(0^-)=0 and FX(0)=0.3F_X(0)=0.3: there is a point mass 0.30.3 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

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