alias: probability mass function

Real random variable

Discrete random variable

A discrete random variable is a Real random variable with a range 𝑅 of cardinality 0, #m/def/prob that is a set of either finite size or with a bijection to the natural numbers. For any discrete random variable 𝑋 it is possible to define a probability mass function 𝑝𝑋 : such that

𝑝𝑋(𝑥)=(𝑋=𝑥)

from which it follows the series

𝑥supp(𝑋)𝑝𝑋(𝑥)=1

Similarly we may define the Cumulative distribution function of a discrete random variable (See Variable distribution equivalence).

Distributions

The most common distributions of discrete random variables are

with replacementwithout replacement
fixed trialsBinomial distributionHypergeometric distribution
fixed successesNegative binomial distributionNegative hypergeometric distribution
until successGeometric distribution


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