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Probability mass function

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Probability mass function (pmf) of a discontinuous random variable X is a function that satisfies the following requirements.

p_i \ge 0 \;\text{for all}\; i=1,2,3,...,

\sum\limits_{i=1}^\infty p_i = 1

with p_i being the probability of event i.

In case of a continuous random variable X a probability density function is considered.

Tags: Theory

Categories: Mathematics


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