Probability Distributions & Processes

topics related to probability distribtions.

Probability Distribution

A probability distribution is a function that describes the likelihood of obtaining the possible values that a random variable can assume. In other words, the values of the variable vary based on the underlying probability distribution.

General Probability Distribution terms

• Random Variable $X$denotes an outcome of some random event.

• $p_X(x)$= the likelihood that random variable $X$ takes a specific value of $x$.

• The sum of all probabilities for all possible values must equal 1.