ABSTRACT
The concept of the random variable is one of the fundamental concepts of probability theory. A random variable is a variable whose values depend on chance and for which there exists a distribution function. Sometimes the behavior of a random variable is characterized not by the assignment of its distribution function but in some other way. Any such characterization is referred to as a distribution law of the random variable, if the distribution function can be obtained from it by some prescribed rule. The variety of random variables is very large. The number of values they take on may be finite, enumerable, or non-enumerable. The normal distribution plays an exceptional role in varied applied problems. The distributions of many random variables playing an important practical role are proved to obey the normal distribution.
