Degenerate distribution

In mathematics, a degenerate distribution is,

Degenerate univariate
according to some,[1] a probability distribution in a
space with support only on a manifold of lower Cumulative distribution function
dimension, and according to others[2] a distribution
with support only at a single point. By the latter
definition, it is a deterministic distribution and
takes only a single value. Examples include a two-
headed coin and rolling a die whose sides all show
the same number.[2] This distribution satisfies the
definition of "random variable" even though it does
not appear random in the everyday sense of the
word; hence it is considered degenerate.

In the case of a real-valued random variable, the

degenerate distribution is a one-point distribution,
localized at a point k0 on the real line.[2] The
CDF for k0 =0. The horizontal axis is x.
probability mass function equals 1 at this point and
0 elsewhere. Parameters
Support
The degenerate univariate distribution can be
viewed as the limiting case of a continuous PMF
distribution whose variance goes to 0 causing the
probability density function to be a delta function at CDF
k0 , with infinite height there but area equal to 1.
Mean
The cumulative distribution function of the
univariate degenerate distribution is: Median
Mode
Variance
Skewness undefined

Constant random variable Ex. kurtosis undefined

Entropy
In probability theory, a constant random variable MGF
is a discrete random variable that takes a constant
value, regardless of any event that occurs. This is CF
technically different from an almost surely
constant random variable, which may take other values, but only on events with probability zero.
Constant and almost surely constant random variables, which have a degenerate distribution, provide a way
to deal with constant values in a probabilistic framework.

Let  X: Ω → R  be a random variable defined on a probability space  (Ω, P). Then  X  is an almost surely
constant random variable if there exists such that
and is furthermore a constant random variable if

A constant random variable is almost surely constant, but not necessarily vice versa, since if  X  is almost
surely constant then there may exist  γ ∈ Ω  such that  X(γ) ≠ k0   (but then necessarily Pr({γ}) = 0, in fact
Pr(X ≠ k0 ) = 0).

For practical purposes, the distinction between  X  being constant or almost surely constant is unimportant,
since the cumulative distribution function   F(x)  of   X  does not depend on whether   X  is constant or
'merely' almost surely constant. In either case,

The function  F(x)  is a step function; in particular it is a translation of the Heaviside step function.

Higher dimensions
Degeneracy of a multivariate distribution in n random variables arises when the support lies in a space of
dimension less than n.[1] This occurs when at least one of the variables is a deterministic function of the
others. For example, in the 2-variable case suppose that Y = aX + b for scalar random variables X and Y
and scalar constants a ≠ 0 and b; here knowing the value of one of X or Y gives exact knowledge of the
value of the other. All the possible points (x, y) fall on the one-dimensional line y = ax + b.

In general when one or more of n random variables are exactly linearly determined by the others, if the
covariance matrix exists its rank is less than n[1] and its determinant is 0, so it is positive semi-definite but
not positive definite, and the joint probability distribution is degenerate.

Degeneracy can also occur even with non-zero covariance. For example, when scalar X is symmetrically
distributed about 0 and Y is exactly given by Y = X 2 , all possible points (x, y) fall on the parabola y = x 2 ,
which is a one-dimensional subset of the two-dimensional space.

References
1. "Degenerate distribution - Encyclopedia of Mathematics" (http://encyclopediaofmath.org/inde
x.php?title=Degenerate_distribution). encyclopediaofmath.org. Archived (https://web.archive.
org/web/20201205021345/https://encyclopediaofmath.org/wiki/Degenerate_distribution)
from the original on 5 December 2020. Retrieved 6 August 2021.
2. Stephanie (2016-07-14). "Degenerate Distribution: Simple Definition & Examples" (https://w
ww.statisticshowto.com/degenerate-distribution/). Statistics How To. Retrieved 2021-08-06.

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