Definition: PMF of a Discrete random variable X assigns probabilities to the possible values of the random variable: pX:ΩX→[0,1] pX(k)→P(X=k) {X=a},a∈ΩX form a partition of Ω⟹∑k∈ΩXpX(k)=1 p(a)=P(X=a) Every distribution has a PMF