Pushforward of a finite probability distribution

ID: pushforward-of-a-finite-probability-distribution

For a finite probability distribution with support and a total function , assign each image value the combined mass of its preimages. Its support is exactly the finite image , listed without repetitions. Every listed mass is positive because it contains at least one positive source mass.
The fiber of a function construction gives a set partition of , so finite summation gives . This proves nonnegativity and normalization without assuming that is injective. In code, mapping support values and then overwriting repeated image keys is incorrect; repeated keys must have their masses added. For example, mapping a uniform distribution on four consecutive integers to parity produces two outcomes with mass one half each.

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