If there is a point that,
+Then,
+
Is the expectation of this random variable, equal to the point of symmetry.
++
The middle value of the random variable.
For median, set p to 0.5.
+
A positive quantity that measures the spread of the distribution of the random variable about its mean value.
Larger values of the variance indicate that the distribution is more spread out.
+
Independent random variables have a covariance of zero.
+
+
Values between -1 and 1, and independent random variables have a correlation of zero.
+
+
What if random variable X and Y have linear relationship, that is
+
+
That is,
+
+
| + | Discrete | +Continuous | +
|
+ Probability +A set of probability value pi assigned to each of the values taken by the discrete random variables xi. + |
+
+ Probability Mass Function (PMF) +
 |
+
+ Probability Density Function (PDF) +Probabilistic properties of a continuous random variable. + + Expectation + |
+
|
+ Cumulative +A set of probability value pi assigned to each of the values taken by the discrete random variables xi. + |
+
+   |
+
+    |
+
| Jointly Distributed | +
+  satisfying + |
+
+  satisfying + |
+
| Joint Cumulative | +
+   |
+
+  |
+
|
+ Marginal Probability +Obtained by summing or integrating the joint probability distribution over the values of the other random variable. + |
+
+  |
+
+  |
+
|
+ Conditional Probability +The probabilistic properties of the random variable X under the knowledge provided by the value of Y. + |
+
+  |
+
+  |
+
|
+ Independence +Two random variables X and Y are said to be independent if: + |
+
+  for all values i of X and j of Y. + |
+
+  for all X and Y. + |
+