discrete density function


Let X be a discrete random variable. The functionMathworldPlanetmath fX:[0,1] defined as fX(x)=P[X=x] is called the discrete probability function of X. Sometimes the syntax pX(x) is used, to mark the differencePlanetmathPlanetmath between this function and the continuous density function.

If X has discrete density function fX(x), it is said that the random variable X has the distributionDlmfPlanetmathPlanetmath or is distributed fX(x), and this fact is denoted as XfX(x).

Discrete density functions are required to satisfy the following properties:

  • fX(x)0 for all x

  • xfX(x)=1

Title discrete density function
Canonical name DiscreteDensityFunction
Date of creation 2013-03-22 11:53:14
Last modified on 2013-03-22 11:53:14
Owner drini (3)
Last modified by drini (3)
Numerical id 16
Author drini (3)
Entry type Algorithm
Classification msc 60E99
Classification msc 00-02
Synonym discrete probability function
Related topic Distribution