STAT 3201 Lecture 7: Stats 2.1.17
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A random variable is a variable that takes on numerical values depending on the outcome of a probability experiment. As in algebra, we denote these variables by letters. A random variable y is said to be discrete if it can assume only a finite or countably infinite number of distinct values. Countably infinite set of elements can be put into one-to-one correspondence with the positive integers. A list of each possible value for y together with the probability that when the experiment is run, y will have that value. P(y=y) is also called the probability mass function or pmf. This function describes the distribution of probabilities to all points in the sample space. The probability that y takes on the value y, p(y=y), is defined as the sum of the probabilities of all sample points in s that are assigned the value y.