Abstract
A discrete random variable is a random variable taking only values on integers. The distribution of a discrete random variable X is determined by its probability mass function, p k = Prob(X = k). It is also called probability vector if its support is bounded from below. In the latter case we assume without loss of generality that X is only taking values on the nonnegative integers. We then write (p 0 ,p 1 , …) for the probability vector. Analogously to the continuous case we use the terms quasi-probability mass function for a nonnegative summable function that need not be normalized.
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© 2004 Springer-Verlag Berlin Heidelberg
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Hörmann, W., Leydold, J., Derflinger, G. (2004). Discrete Distributions. In: Automatic Nonuniform Random Variate Generation. Statistics and Computing. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-662-05946-3_10
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DOI: https://doi.org/10.1007/978-3-662-05946-3_10
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-07372-4
Online ISBN: 978-3-662-05946-3
eBook Packages: Springer Book Archive