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Probability Mass Function


The probability mass function of a discrete random variable X is the function p_X(x)=P(X=x). It assigns the probability of each possible value and satisfies

 p_X(x)>=0

and

 sum_(x)p_X(x)=1,

where the sum is over the possible values of X.

Unlike a probability density function, a probability mass function gives point probabilities directly, without integration. For several discrete random variables, the joint probability mass function is p(x_1,...,x_n)=P(X_1=x_1,...,X_n=x_n) (Cover and Thomas 2006, pp. 13 and 16).


See also

Discrete Distribution, Joint Distribution, Probability, Probability Chain Rule, Probability Density Function, Random Variable

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References

Cover, T. M. and Thomas, J. A. Elements of Information Theory, 2nd ed. Hoboken, NJ: Wiley, Ch. 2, 2006.

Cite this as:

Weisstein, Eric W. "Probability Mass Function." From MathWorld--A Wolfram Resource. https://mathworld.wolfram.com/ProbabilityMassFunction.html

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