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.
| Distribution Function | 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) 
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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. |
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| Jointly Distributed |
 satisfying  |
 satisfying  |
| Joint Cumulative |
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| Marginal Probability Obtained by summing or integrating the joint probability distribution over the values of the other random variable. |
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| Conditional Probability The probabilistic properties of the random variable X under the knowledge provided by the value of Y. |
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