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.
