A probability distribution shows all possible values of a random variable and their corresponding probabilities.
Imagine you have different colored marbles in a bag. The probability distribution would be like listing out all the colors of marbles along with their respective probabilities of being picked when blindly selecting one from the bag.
Random Variable: A random variable is used to represent the outcomes of an event or experiment.
Expected Value: The expected value of a probability distribution is the average value that we expect to obtain over many repetitions of an experiment.
Cumulative Distribution Function (CDF): The CDF gives us the probability that our random variable takes on a value less than or equal to some specified value.
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