This chapter introduces the concept of random variables, moments, and joint random variables. It covers discrete and continuous random variables and introduces moments, joint distributions, covariance, and other related measures. The chapter introduces the three classes of moments: moments about the origin, central moments, and normalized central moments; presents examples and also discusses moment generation functions and their use. Many random experiments have numerical outcomes, such as times, lengths, speed, prices, etc. Other experiments provide non-numerical categoric results. Discrete random variables represent different indivisible items, like the number of faults, number of servers, number of users, number of devices that passed a test, etc. Continuous random variables take on any real value from a continuous interval.