Indicator function

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Definition

The indicator function, given by IA:X{α,β} where AX and typically α=0R and β=1R where[1]:

  • IA:x{1xA0otherwise

It "indicates" whether or not x is in A

Other notations

I have also seen: 1A used to denote the indicator function

References

  1. Jump up Probability and Measure - Anniversary Edition - Patrick Billingsley