We use probabilities to describe uncertainty about the speci
c outcome that a random variable will take. Informally, we call
the set of possible outcomes that a random variable X might take and their associated probabilities the distribution of X:
We summarize this information with a probability mass function (pmf) when X is discrete, or a probability density
function (pdf) when X is continuous. In either case, we denote this function fX (x) :