A distribution which gives the probabilities of the values of a random variable function is called random variable distribution. If x1, x2,….,xn are random values of X and P1, P2,….,Pn are their corresponding probabilities, then the random variable distribution of X can be written as follow:
|X = xi||P(x=xi)|
| P1 |
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