Probability mass function

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Backlinks: Experiments in probability theory

Probability mass function

Source: Wiki

Each outcome $\omega$ in the sample space $\Omega$ is assigned a probability value via the probability mass function $p(\omega)$ with the properties $$ \begin{align} p(\omega) &\in \left[ 0, 1\right] \quad \forall, \omega \in \Omega\
\sum_{\omega \in \Omega} p(\omega) &= 1 \end{align} $$


Source: Yang

$X$ is distributed according to the distribution $P$, $$X \sim P(x) ~.$$

For a specific instance of $X$ (or outcome), evaluating the pmf gives the probability $$P(X = x_i) = P(x_i) = p_i \geq 0$$