Probability Mass Function

Definition (Probability mass function)

Let XX be a discrete random variable with range X={x1,...}\mathscr{X}=\{x_1,...\}. The pmf of XX is the function p:R→Rp:\mathbb{R}\to\mathbb{R} defined by: p(x):= P(X=x), x∈Xp(x)= 0, x∉X\begin{align*}p(x):=\ &P(X=x),\ &&x\in\mathscr{X}\\p(x)=\ &0, \ &&x\notin\mathscr{X}\end{align*}

Lemma

  1. p(x)≥0 ∀x∈Xp(x)\ge 0 \ \forall x\in\mathscr{X}
  2. ∑x∈Xp(x)=1\sum_{x\in\mathscr{X}}p(x)=1