Probability Mass Function (PMF)
Definition
The probability mass function of a discrete random variable $X$ is
$$ p(x) = \mathbb{P}(X = x). $$Requirements
- $p(x) \geq 0$ for all $x$.
- $\displaystyle\sum_{x} p(x) = 1$.
Unlike a PDF, a PMF gives actual probabilities: $p(x) \in [0, 1]$.