On the calculator:
Enter your data in L1 and L2 (or any of the lists, really). Make sure that the X values go with their corresponding probabilities.
Then go to STAT, go over one to the right for CALC. Hit enter on 1-Var Stats.
The X values should be your list, and the frequency list should be your probabilities (see below)
STAT > CALC > 1-Var Stats
List: L1
FreqList: L2
Calculate