Given a real random variable X, to express the probability

\Pr[X = a]/2 + \Pr[X \in (a,b)] + \Pr[X = b]/2

It could be convenient to just write

\Pr[X \in \{a,b\}]

where \{ and \} are special parentheses symbols. I imagine these graphically as half-round (top part) half-square (bottom part) parentheses.

In my use case this kind of probabilities are ubiquitous, and a short notation (as suggested) is important. Also, I would like the notation to support a mixed-type interval such as (a,b\} to denote Pr[X in (a,b)] + Pr[X = b]/2.

Do there exist such symbols \{ \} as described? Any alternative?

  • 1
    you could draw them with tikz, but readers will probably find them distracting, I'd use [(a,b)] or ⟨a,b⟩ or ⟬a,b⟭ or ... – David Carlisle Jun 14 at 9:19
  • welcome to tex.stack... If you do as per you mentioned, then the readability became very odd....(obviously its my opinion...) – MadyYuvi Jun 14 at 10:46
  • This is not the probability that the value is in some set. Define a function symbol, say “Pr_h(X;(a,b))” or something like that. – egreg Jun 14 at 11:40

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