In mathematics, an indicator function or a characteristic function is a function defined on a set X that indicates membership of an element in a subset A of X, having the value 1 for all elements of A and the value 0 for all elements of X not in A. It is usually denoted by a bold or blackboard bold 1 symbol with a subscript describing the event of inclusion.
- 1 Definition
- 2 Remark on notation and terminology
- 3 Basic properties
- 4 Mean, variance and covariance
- 5 Characteristic function in recursion theory, Gödel's and Kleene's representing function
- 6 Characteristic function in fuzzy set theory
- 7 Derivatives of the indicator function
- 8 See also
- 9 Notes
- 10 References
The indicator function of a subset A of a set X is a function
The Iverson bracket allows the equivalent notation, , to be used instead of .
The function is sometimes denoted , or even just . (The Greek letter appears because it is the initial letter of the Greek word characteristic.)
Remark on notation and terminology
- The notation is also used to denote the identity function of A.[clarification needed]
- The notation is also used to denote the characteristic function in convex analysis.[clarification needed]
The term "characteristic function" has an unrelated meaning in probability theory. For this reason, probabilists use the term indicator function for the function defined here almost exclusively, while mathematicians in other fields are more likely to use the term characteristic function to describe the function which indicates membership in a set.
In the following, the dot represents multiplication, 1·1 = 1, 1·0 = 0 etc. "+" and "−" represent addition and subtraction. "" and "" is intersection and union, respectively.
If and are two subsets of , then
and the indicator function of the complement of i.e. is:
More generally, suppose is a collection of subsets of X. For any x ∈ X:
is clearly a product of 0s and 1s. This product has the value 1 at precisely those x ∈ X which belong to none of the sets Ak and is 0 otherwise. That is
Expanding the product on the left hand side,
where |F| is the cardinality of F. This is one form of the principle of inclusion-exclusion.
As suggested by the previous example, the indicator function is a useful notational device in combinatorics. The notation is used in other places as well, for instance in probability theory: if is a probability space with probability measure and is a measurable set, then becomes a random variable whose expected value is equal to the probability of :
This identity is used in a simple proof of Markov's inequality.
In many cases, such as order theory, the inverse of the indicator function may be defined. This is commonly called the generalized Möbius function, as a generalization of the inverse of the indicator function in elementary number theory, the Möbius function. (See paragraph below about the use of the inverse in classical recursion theory.)
Mean, variance and covariance
Given a probability space with , the indicator random variable is defined by if otherwise
Characteristic function in recursion theory, Gödel's and Kleene's representing function
- "There shall correspond to each class or relation R a representing function φ(x1, . . ., xn) = 0 if R(x1, . . ., xn) and φ(x1, . . ., xn) = 1 if ~R(x1, . . ., xn)." (p. 42; the "~" indicates logical inversion i.e. "NOT")
Stephen Kleene (1952) (p. 227) offers up the same definition in the context of the primitive recursive functions as a function φ of a predicate P takes on values 0 if the predicate is true and 1 if the predicate is false.
For example, because the product of characteristic functions φ1*φ2* . . . *φn = 0 whenever any one of the functions equals 0, it plays the role of logical OR: IF φ1 = 0 OR φ2 = 0 OR . . . OR φn = 0 THEN their product is 0. What appears to the modern reader as the representing function's logical inversion, i.e. the representing function is 0 when the function R is "true" or satisfied", plays a useful role in Kleene's definition of the logical functions OR, AND, and IMPLY (p. 228), the bounded- (p. 228) and unbounded- (p. 279ff) mu operators (Kleene (1952)) and the CASE function (p. 229).
Characteristic function in fuzzy set theory
In classical mathematics, characteristic functions of sets only take values 1 (members) or 0 (non-members). In fuzzy set theory, characteristic functions are generalized to take value in the real unit interval [0, 1], or more generally, in some algebra or structure (usually required to be at least a poset or lattice). Such generalized characteristic functions are more usually called membership functions, and the corresponding "sets" are called fuzzy sets. Fuzzy sets model the gradual change in the membership degree seen in many real-world predicates like "tall", "warm", etc.
Derivatives of the indicator function
A particular indicator function, which is very well known, is the Heaviside step function. The Heaviside step function is the indicator function of the one-dimensional positive half-line, i.e. the domain [0, ∞). It is well known that the distributional derivative of the Heaviside step function, indicated by H(x), is equal to the Dirac delta function, i.e.
with the following property:
The derivative of the Heaviside step function can be seen as the 'inward normal derivative' at the 'boundary' of the domain given by the positive half-line. In higher dimensions, the derivative naturally generalises to the inward normal derivative, while the Heaviside step function naturally generalises to the indicator function of some domain D. The surface of D will be denoted by S. Proceeding, it can be derived that the inward normal derivative of the indicator gives rise to a 'surface delta function', which can be indicated by δS(x):
- Dirac measure
- Laplacian of the indicator
- Dirac delta
- Extension (predicate logic)
- Free variables and bound variables
- Heaviside step function
- Iverson bracket
- Kronecker delta, a function that can be viewed as an indicator for the identity relation
- Membership function
- Simple function
- Dummy variable (statistics)
- Statistical classification
- Zero-one loss function
||This article includes a list of references, but its sources remain unclear because it has insufficient inline citations. (December 2009)|
- Folland, G.B. (1999). Real Analysis: Modern Techniques and Their Applications (Second ed.). John Wiley & Sons, Inc.
- Cormen, Thomas H.; Leiserson, Charles E.; Rivest, Ronald L.; Stein, Clifford (2001). "Section 5.2: Indicator random variables". Introduction to Algorithms (Second Edition ed.). MIT Press and McGraw-Hill. pp. 94–99. ISBN 0-262-03293-7.
- Davis, Martin, ed. (1965). The Undecidable. New York: Raven Press Books, Ltd.
- Kleene, Stephen (1971) . Introduction to Metamathematics (Sixth Reprint with corrections). Netherlands: Wolters-Noordhoff Publishing and North Holland Publishing Company.
- Boolos, George; Burgess, John P.; Jeffrey, Richard C. (2002). Computability and Logic. Cambridge UK: Cambridge University Press. ISBN 0-521-00758-5.
- Zadeh, Lotfi A. (June 1965). "Fuzzy sets" (PDF). Information and Control 8 (3): 338–353. doi:10.1016/S0019-9958(65)90241-X.
- Goguen, Joseph (1967). "L-fuzzy sets". Journal of Mathematical Analysis and Applications 18 (1): 145–174. doi:10.1016/0022-247X(67)90189-8.