Category:Definitions/Probability Distributions

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This category contains definitions related to Probability Distributions.
Related results can be found in Category:Probability Distributions.


Let $\tuple {\Omega, \Sigma, \Pr}$ be a probability space.

Let $X: \Omega \to \R$ be a random variable on $\tuple {\Omega, \Sigma, \Pr}$.


Then the probability distribution of $X$ is the pushforward $X_* \Pr$ of $\Pr$ on $\tuple {\R, \mathcal B \paren {\R} }$, where $\mathcal B \paren {\R}$ denotes the Borel $\sigma$-algebra on $\R$.