Summary
A random variable is a real-valued function defined on a sample space. The distribution of a random variable X is the collection of all probabilities Pr(X A) for all subsets A of the real number. A random variable X is discrete if there are at most countably many possible values for X. In this case, the distribution of X can be summarized by the probability function (p.f.) of X, namely f(x)=Pr(X=x) for x in the set of possible values. Some distributions are so famous that they names. One collection of such named distributions is the collection of uniform distributions on finite sets of integers. A more famous collection is the collection is thecollection of binomial distributions with parametegers n and p, where n is a positive integer and 0