Symbols:P/Probability Mass Function

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Probability Mass Function

$\map {p_X} x$

Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $X: \Omega \to \R$ be a discrete random variable on $\struct {\Omega, \Sigma, \Pr}$.

Then the (probability) mass function of $X$ is the (real-valued) function $p_X: \R \to \closedint 0 1$ defined as:

$\forall x \in \R: \map {p_X} x = \begin{cases} \map \Pr {\set {\omega \in \Omega: \map X \omega = x} } & : x \in \Omega_X \\ 0 & : x \notin \Omega_X \end{cases}$

where $\Omega_X$ is defined as $\Img X$, the image of $X$.

That is, $\map {p_X} x$ is the probability that the discrete random variable $X$ takes the value $x$.

The $\LaTeX$ code for \(\map {p_X} x\) is \map {p_X} x .