ABSTRACT
In this chapter, the focus is on random variables and their distributions. It begins with the discrete type of random variables, namely, the probability mass/density functions (pmf/pdf) and the cumulative mass/distribution functions (cmf/cdf). Moments of the random variables are also considered. In addition, several discrete distributions and their applications are discussed. The continuous random variables, their Probability density function (pdf) and probability cumulative functions (cdf) will also be considered. These discussions will follow by introducing some standard continuous distributions and their applications. Finally, multivariable cases will be discussed as an extension of a single random variable case.
