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PDF of a continuous RV that is exponentially distributed with parameter α > 0:

Discrete Random Variables

If the CDF FX(x) of a RV X is constant between any two consecutive values in a discrete set of increasing values of x, X is referred to as a discrete random variable.

Example

CDF of a discrete RV:

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Probability Mass Function

If a RV X is discrete, and FX(x), has step increases at the points {..., x-1, x0, x1, ...}, then:

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If there is a smallest value xj at which a step increase occurs in FX(x), then:

 

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piX is referred to as the probability mass function (PMF) of X{..., x-1, x0, x1, ...} is referred to as the support of X. Note that piX atx = xi is often referred to as pX(xi).

The following are properties of a PMF:

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