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See also: The basics of probability theory introduction, Probability density function (pdf), Cumulative distribution function (cdf)
If a random variable X is discrete, i.e. it may take any of a specific set of n values xi, i = 1 to n, then:
P(X=xi) = p(xi)
p(x) is called the probability mass function
Note that |
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and F(xk) = |
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For example, if a coin is tossed 3 times, the number of observed heads is discrete. The possible values of xi are:

In this help file we use the notation f(x) and p(x) interchangeably for a probability mass function.
Read on: Probability density function (pdf)