Discrete Random Variates

Abstract

A discrete random variable is a random variable taking only values on the nonnegatlve integers. In probability theoritical texts, a discrete random variable is a random variable which takes with probability one values in a given countable set of points. Since there is a one-to-one correspondence between any countable set and the nonnegative integers, it is clear that we need not consider the general case. In most cases of interest to the practitioner, this one-to-one correspondence is obvious.