Discrete Random Variable
A random variable is discrete when its range is a countable set . Writing for , the probability of any event determined by follows by summation:
Definition 3.5 (Discrete Random Variable)
A random variable is called discrete if its range is countable.
Suppose it takes values in a countable set , then for every we write
We call the probability mass function of , or the distribution of . Note that ,
Related
Stated in
- Definition 3.5 (Discrete Random Variable)§3 Discrete Random Variables