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.
| Distribution Function | Discrete | Continuous |
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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  |
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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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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. |