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The graph of a probability mass function. All the values of this function must be non-negative and sum up to
1.
In probability theory and statistics, a probability mass function (pmf) is a function that gives the
probability that a discrete random variable is exactly equal to some value.[1] The probability mass function is
often the primary means of defining a discrete probability distribution, and such functions exist for either
scalar or multivariate random variables whose domain is discrete.
A probability mass function differs from a probability density function (pdf) in that the latter is associated
with continuous rather than discrete random variables; the values of the latter are not probabilities as such: a
pdf must be integrated over an interval to yield a probability.[2]
Contents
1 Formal definition
3 Examples
4 References
5 Further reading
Formal definition
The probability mass function of a fair dice. All the numbers on the die have an equal chance of appearing
on top when the dice stops rolling.
Suppose that X: S A (A R) is a discrete random variable defined on a sample space S. Then the
probability mass function fX: A [0, 1] for X is defined as[3][4]
Thinking of probability as mass helps to avoid mistakes since the physical mass is conserved as is the total
probability for all hypothetical outcomes x:
When there is a natural order among the hypotheses x, it may be convenient to assign numerical values to
them (or n-tuples in case of a discrete multivariate random variable) and to consider also values not in the
image of X. That is, fX may be defined for all real numbers and fX(x) = 0 for all x X(S) as shown in the
figure.
Since the image of X is countable, the probability mass function fX(x) is zero for all but a countable number
of values of x. The discontinuity of probability mass functions is related to the fact that the cumulative
distribution function of a discrete random variable is also discontinuous. Where it is differentiable, the
derivative is zero, just as the probability mass function is zero at all such points.[citation needed]
since
for each b in B.
and f is a
Examples
Suppose that S is the sample space of all outcomes of a single toss of a fair coin, and X is the random
variable defined on S assigning 0 to "tails" and 1 to "heads". Since the coin is fair, the probability mass
function is
References
This article needs additional citations for verification. Please help improve this article by adding
citations to reliable sources. Unsourced material may be challenged and removed. (April 2012)
1.
Stewart, William J. (2011). Probability, Markov Chains, Queues, and Simulation: The Mathematical
Basis of Performance Modeling. Princeton University Press. p. 105. ISBN 978-1-4008-3281-1.
Probability Function at Mathworld
Kumar, Dinesh (2006). Reliability & Six Sigma. Birkhuser. p. 22. ISBN 978-0-387-30255-3.
1.
Rao, S.S. (1996). Engineering optimization: theory and practice. John Wiley & Sons.
p. 717. ISBN 978-0-471-55034-1.
Further reading
Johnson, N.L., Kotz, S., Kemp A. (1993) Univariate Discrete Distributions (2nd Edition). Wiley.
ISBN 0-471-54897-9 (p 36)
[hide]
quantile function
raw moment
central moment
mean
variance
standard deviation
skewness
kurtosis
L-moment
characteristic function
cumulant
combinant
Categories:
Probability theory
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