random variable
A variable whose value is a number decided by the outcome of a random experiment. It is written with a capital letter, such as X.
discrete random variable
A random variable that can take only separate, countable values (usually whole numbers), such as the number of heads in 3 tosses.
continuous random variable
A random variable that can take any value in an interval, such as a person's height or a waiting time.
probability distribution
A list, table, graph or formula that gives the probability of every possible value of a random variable.
P(X = x)
The probability that the random variable X takes the particular value x. Capital X is the variable; small x is one of its values.