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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:
Probability Mass Function
If a RV X is discrete, and FX(x), has step increases at the points {..., x-1, x0, x1, ...}, then:
If there is a smallest value xj at which a step increase occurs in FX(x), then:
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: