Probability mass function (pmf)

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

and F(xk) =

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.