Let \(X\) be a random variable of a given random experiment. Assume, we have a random experiment, for which the probability of the event

“$X$ has a realization less or equal a given real number \(x\)”,

i.e. the probability $p(X \le x)$ exists for all real numbers $x\in\mathbb R.$ Then we call the function

$$f:=\cases{\mathbb R\mapsto[0,1]\\x\mapsto p(X\le x)}\quad\quad\text{for all }x\in\mathbb R$$

the **probability distribution** of the random variable $X.$

| | | | | created: 2016-03-19 19:14:42 | modified: 2020-04-17 09:07:20 | by: *bookofproofs* | references: [1796]

[1796] **Hedderich, J.;Sachs, L.**: “Angewandte Statistik”, Springer Gabler, 2012, Vol .14