How do I define a random variable $X$ such that $Pr[X=x\_1]=p\_1$ and $Pr[X=x\_2]=p\_2$ where the values $x\_i$, $i=1,\,2$ are just symbols and the probabilities $p\_i$, $i=1,\,2$ are symbolic expressions that add up to $1$? 

Is the only way through `EmpiricalDistribution` resulting in (expression with head) a`DataDistribution` and not a `ProbabilityDistribution`?