A discrete probability distribution shall be understood as a probability distribution characterized by a probability mass function. Thus, the distribution of a random variable X is discrete, and X is then called a discrete random variable, if
as u runs through the set of all possible values of X. It follows that such a random variable can assume only a finite or countably infinite number of values.
In cases more frequently considered, this set of possible values is a topologically discrete set in the sense that all its points are isolated points. But there are discrete random variables for which this countable set is dense on the real line (for example, a distribution over rational numbers).
Among the most well-known discrete probability distributions that are used for statistical modeling are the Poisson distribution, the Bernoulli distribution, the binomial distribution, the geometric distribution, and the negative binomial distribution. In addition, the discrete uniform distribution is commonly used in computer programs that make equal-probability random selections between a number of choices.
Read more about this topic: Probability Distribution
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