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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

\displaystyle\sum_{i=1}^{n} p( x_i)=1

and       F(xk) =

\displaystyle\sum_{i=1}^{k} p( x_i)



For example, if a coin is tossed 3 times, the number of observed heads is discrete. The possible values of xi are:


In ModelAssist we use the notation f(x) and p(x) interchangeably for a probability mass function.






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