Probability distribution

Overview

Probability theory

Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...

, a

**probability mass**,

**probability density**, or

**probability distribution**is a function that describes the probability

Probability

Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...

of a random variable

Random variable

In probability and statistics, a random variable or stochastic variable is, roughly speaking, a variable whose value results from a measurement on some type of random process. Formally, it is a function from a probability space, typically to the real numbers, which is measurable functionmeasurable...

taking certain values.

For a more precise definition one needs to distinguish between

**discrete**and

**continuous**random variables. In the discrete case, one can easily assign a probability to each possible value: when throwing a , each of the six values

*1*to

*6*has the probability 1/6.

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