I'm studying a course on probability and statistics and at some point this symbol comes up without introduction. It looks like the number one, but slightly bigger and with a double vertical line.
First time it comes up is when discussing stochastic/random variables that are neither continuous nor discreet in an example: 
And somewhat later in a proof:
Anyone got an idea what this symbol represents?
EDIT: Thanks for the fast answers, I was still editing the question for better (larger) images :)
$\endgroup$23 Answers
$\begingroup$It's the characteristic function (or indicator function) of the set in the subscript.
$$\mathbb 1_A(x) = \begin{cases} 1\,, & x\in A \\ 0\,, & x\notin A\end{cases}.$$
$\endgroup$3$\begingroup$It is the indicator function.
$\endgroup$$\begingroup$It's the indicator function, you can write $\chi_A(x)=\begin{cases}1, & x\in A\\0, & x\notin A\end{cases}$ instead. It's easier in $\text{LaTeX}$ and everybody knows that you mean the indicator function.
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