<p>I just got clobbered for calling a PMF a PDF. In the <a href="https://stats.stackexchange.com/questions/tagged/pdf" class="post-tag" title="show questions tagged &#39;pdf&#39;" rel="tag">pdf</a> tag info it says</p>

<blockquote>
  <p>Probability density function (PDF) of a continuous random variable gives the
       relative probability for each of its possible values. Use this tag for 
       discrete probability mass functions (PMFs) too. </p>
</blockquote>

<p>I have just created the <a href="https://stats.stackexchange.com/questions/tagged/pmf" class="post-tag" title="show questions tagged &#39;pmf&#39;" rel="tag">pmf</a> tag. I want this to be more clearly defined at the getgo so I am proposing to keep them separate. The critical difference is that  </p>

<p>In case of continuous variables $X$, the PDF $\mathcal{P}_X(x)$ can be integrated over an interval $\mathcal{I}$ (or, more generally, any Borel set) to find the probability that the variable is in that interval:</p>

<p>$$\Pr(X \in \mathcal{I}) = \int_\mathcal{I} \mathcal{P}_X(x) dx.$$</p>

<p>However for the PMF, thinking of probability as mass helps to avoid mistakes since the physical mass is conserved as is the total probability for all hypothetical outcomes $x$:
$$\sum_{x\in A} f_X(x) = 1$$</p>

<p>I would like to change that currently <code>pmf</code> maps to <code>pdf</code> and these are not actually synonyms.</p>
