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) |
| 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