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Random Variable Distribution Discrete Random Variable and Continuous Random Variable

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:

Sum-of-values-of-random-variable

X = xi P(x=xi)
x1x2
.
.
.
xn		 P1
P2
.
.
.
Pn

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