ABSTRACT
The probability distribution of a random variable concerns the distribution of probability over the range of the random variable. The distribution of probability, i.e., the values of the discrete random variables together with their associated probabilities, is specified by the probability distribution function (pdf). This chapter is devoted to providing general properties of the pdf in the case of discrete and continuous random variables, as well as an introduction to cumulative distribution function (cdf). Special pdfs finding extensive application in hazard and risk analysis are considered in Section II.
