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I will give first the non-mathematical definition as given by Triola in Elementary Statistics: A random variable is a variable typicaly represented by x that has a a single numerical value, determined by chance for each outcome of a procedure. A probability distribution is a graph, table or formula that gives the probabability for each value of the random variable. A mathematical definition given by DeGroot in "Probability and Statistics" A real valued function that is defined in space S is called a random variable. For each random variable X and each set A of real numbers, we could calculate the probabilities. The collection of all of these probabilities is the distribution of X. Triola gets accross the idea of a collection as a table, graph or formula. Further to the definition is the types of distributions- discrete or continuous. Some well know distribution are the normal distribution, exponential, binomial, uniform, triangular and Poisson.

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Q: What is meant by probability distribution?
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They are probability distributions!


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