Probability distributions

In probability theory and statistics, a probability distribution is a mathematical function that, stated in simple terms, can be thought of as providing the probability of occurrence of different possible outcomes in an experiment. For instance, if the random variable X is used to denote the outcome of a coin toss ('the experiment'), then the probability distribution of X would take the value 0.5 for ${\displaystyle X={\text{heads}}}$, and 0.5 for ${\displaystyle X={\text{tails}}}$ (assuming the coin is fair).

In more technical terms, the probability distribution is a description of a random phenomenon in terms of the probabilities of events. Examples of random phenomena can include the results of an experiment or survey. A probability distribution is defined in terms of an underlying sample space, which is the set of all possible outcomes of the random phenomenon being observed. The sample space may be the set of real numbers or a higher-dimensional vector space, or it may be a list of non-numerical values; for example, the sample space of a coin flip would be ${\displaystyle \{{\text{heads}},{\text{tails}}\}}$.

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