A distribution which gives the probabilities of the values of a random variable function is called random variable distribution. If x_{1}, x_{2},….,x_{n} are random values of X and P_{1}, P_{2},….,P_{n} are their corresponding probabilities, then the random variable distribution of X can be written as follow:

X = x _{i} |
P(x=x_{i}) |

x_{1}x_{2} . . . x _{n} |
P_{1} P _{2} . . . P _{n} |

### Discrete Random Variable

A random variable which is defined on a countable sample space is called discrete random variable.

### Continuous Random Variable

A random variable which is defined on a uncountable sample space is called continuous random variable