Symbols:P/Probability Mass Function
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Probability Mass Function
- $\map {p_X} x$
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.
Let $X: \Omega \to \R$ be a discrete random variable on $\struct {\Omega, \Sigma, \Pr}$.
Then the probability mass function of $X$ is the (real-valued) function $p_X: \R \to \closedint 0 1$ defined as:
- $\forall x \in \R: \map {p_X} x = \begin{cases}
\map \Pr {\set {\omega \in \Omega: \map X \omega = x} } & : x \in \Omega_X \\ 0 & : x \notin \Omega_X \end{cases}$ where $\Omega_X$ is defined as $\Img X$, the image of $X$.
That is, $\map {p_X} x$ is the probability that the discrete random variable $X$ takes the value $x$.
The $\LaTeX$ code for \(\map {p_X} x\) is \map {p_X} x
.