What is the difference between mass and measure (in the context of probability theory)? Are they used interchangeably? I couldn't find anything about this and I do not know where to look for it.

  • 1
    $\begingroup$ There's no real difference, although 'mass' tends to be used more for discrete measures (e.g., a point mass). $\endgroup$ – anomaly Mar 18 '15 at 14:56

According to wikipedia:http://en.wikipedia.org/wiki/Probability_mass_function the probability mass is the number you associate to a discrete set such as a number. Example: the probability mass of a coin coming up heads is 0.5

A measure on the other hand is more general and can be used to describe both the probability mass of a discrete set and the probability density of an interval (or more complicated sets, depending on where the measure is defined.) Example: The measure of the set $\{heads\}$ is 0.5.


Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Not the answer you're looking for? Browse other questions tagged or ask your own question.