Some examples will clarify the difference between discrete and continuous variables.
Suppose the fire department mandates that all fire fighters must weigh between 150 and 250 pounds. The weight of a fire fighter would be an example of a continuous variable; since a fire fighter's weight could take on any value between 150 and 250 pounds.
Suppose we flip a coin and count the number of heads. The number of heads could be any integer value between 0 and plus infinity. However, it could not be any number between 0 and plus infinity. We could not, for example, get 2.5 heads. Therefore, the number of heads must be a discrete variable.
Just like variables, probability distributions can be classified as discrete or continuous.
Discrete Probability Distributions
If a random variable is a discrete variable, its probability distribution is called a discrete probability distribution.
An example will make this clear. Suppose you flip a coin two times. This simple statistical experiment can have four possible outcomes: HH, HT, TH, and TT. Now, let the random variable X represent the number of Heads that result from this experiment. The random variable X can only take on the values 0, 1, or 2, so it is a discrete random variable.
The probability distribution for this statistical experiment appears below.