Probability Mass Function vs Probability Measure

[blahblah8724]

What is the difference between a probability mass function and a probability measure or are they just the same thing?

Thanks!

 

[mathman]

Essentially the same. There might be subtle differences due to context.

 

[SW VandeCarr]

What is the difference between a probability mass function and a probability measure or are they just the same thing?

Thanks!

The 'probability mass function' (PMF) applies to discrete distributions like the binomial. For continuous distributions like the Gaussian, the term 'probability density function' (PDF) applies. The term 'probability measure' refers to a function which maps from an event space to the interval [0,1] and can apply to either kind of distribution.