Probability mass function (pmf)

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

 

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.

Read on: Probability density function (pdf)

 

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