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Lecture: Probability Distributions
www.ssc.wisc.eduDiscrete Random Variables Probability Function (PF) - is a function that returns the probability of x for discrete random variables – for continuous random variables it returns something else, but we will not discuss this now. f(x) The probability density function describles the the probability distribution of a random variable. If you have ...
Introduction to Stochastic Processes - Lecture Notes
web.ma.utexas.edu1.1 Random variables Probability is about random variables. Instead of giving a precise definition, let us just metion that a random variable can be thought of as an uncertain, numerical (i.e., with values in R) quantity. While it is true that we do not know with certainty what value a random variable Xwill take, we