Degenerate Distribution

Chucky Chung

1
1. PMF

f (x) = 1, x = k0 ∈ (−∞, ∞)

2. Sum to 1.

∑ ∑
k0
f (x) = f (x) = f (k0 ) = 1
x∈Sx x=k0

3. Expected value

E[X]

∑
= xf (x)
x∈Sx

∑
k0
= x = k0
x=k0

4. Variance

V ar(x)

∑
= (x − µ)2 f (x)
x∈Sx

∑
k0
= (x − µ)2 = (k0 − µ)2 = 0
x=k0

2
5. MGF

M (t)

∑
= etx f (x)
x∈Sx

∑
k0
= etx f (x)
x=k0

= ek0 t f (k0 ) = ek0 t