Discrete random variable

A random variable is discrete when some finite or countable set $D\subseteq \mathbb{R}$ has $\mathbb{P}(X\in D)=1$. Its probability mass function is $p_X(x)=\mathbb{P}(X=x)$; these nonnegative masses sum to one. An event determined by the value has probability $\mathbb{P}(X\in A)={\sum }_{x\in A\cap D}{p}_X(x)$. Values outside $D$ may still occur on a zero-probability event without changing this definition.

Countable support need not consist of integers: a random variable constantly equal to $3/2$ is discrete. Integer-indexed tail-sum formulas therefore require a separate integer-valued hypothesis. For the dice sum in random variable, the expected value is ${\sum }_{s=2}^{12}s{p}_S(s)=7$ and the variance is ${\sum }_{s=2}^{12}(s-7{)}^2{p}_S(s)=35/6$; the same answer follows by adding the variances of its independent summands.

A random variable whose values lie in the integers with probability one. Its probability mass function is $p(j)=\mathbb{P}(X=j)$ for $j\in \mathbb{Z}$. If it is nonnegative, its probability generating function is $G(s)={\sum }_{j\ge 0}p(j)s^j$ wherever this expectation is finite.