3.2 Probability Mass Function

• Random variables have events to numbers.

• Such numbers denote the states of the random variable.

• Each state has some probability of ocurring. These probabilites are sumarized via the probability mass function (PMF).

• Definition: The PMF of a random variable \(X\) is a function which specifies the probability of a state from X: \(p_{X}(x) = \mathcal{P}(X=x)\).