Probability vector

"Stochastic vector" redirects here. For the concept of a random vector, see Multivariate random variable.

In mathematics and statistics, a probability vector or stochastic vector is a vector with non-negative entries that add up to one.

Underlying every probability vector is an experiment that can produce an outcome. To connect this experiment to mathematics, one introduces a discrete random variable, which is a function that assigns a numerical value to each possible outcome. For example, if the experiment consists of rolling a single die, the possible values of this random variable are the integers 1,2,…,6. The associated probability vector has six components, each representing the probability of obtaining the corresponding outcome. More generally, a probability vector of length n represents the distribution of probabilities across the n possible numerical outcomes of a random variable.

The vector gives us the probability mass function of that random variable, which is the standard way of characterizing a discrete probability distribution.

This article is issued from Wikipedia. The text is available under Creative Commons Attribution-Share Alike 4.0 unless otherwise noted. Additional terms may apply for the media files.