Probability Mass Function (Pmf)


PMF for a disscrete random variable X: $p(X)$

Mean (Expectation)

*the sum of the weighted possible values of X (sum of $p(X=x)x$ )

Tip

$$\mu = E[X] = \sum_{x} x p(X=x)$$

Variance

measure the spread of a PMF (Average Squared Distance from the mean)

Tip

$$\sigma^2 = Var[X] = E[(X-\mu)^2] = E[(X-E[X])^2] = E[X^2] - (E[X])^2$$

calculation: using the expected value rules: $$Var[X] = E[(X-\mu)^2] = E[g(x)] = \sum_x g(x)p(X=x) = \sum_x (x-\mu)^2p(X=x) $$

Info

$$Var[X] = \sum_x (x-\mu)^2p(X=x) $$

$$Var[X] = E[(X-\mu)^2] = E[X^2 - 2X\mu + \mu^2] $$ $$Var[X] = E[(X-\mu)^2] = E[X^2] - 2\mu E[X] + \mu^2 $$ $$Var[X] = E[X^2] - 2 (E[X])^2 + E[X]^2 $$

Info

$$Var[X] = E[X^2] - (E[X])^2 $$


References

[1] https://socratic.org/questions/how-do-you-use-a-probability-mass-function-to-calculate-the-mean-and-variance-of

[2] https://www.youtube.com/watch?v=ZWo1XgAQE5k

regarding variance: https://stats.libretexts.org/Courses/Saint_Mary's_College_Notre_Dame/MATH_345__-_Probability_(Kuter)/3%3A_Discrete_Random_Variables/3.7%3A_Variance_of_Discrete_Random_Variables