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A distribution is called discrete if its cumulative distribution function consists of a sequence of finite jumps, which méans that it belongs to a discrete random variable X: a variable which can only attain values from a certain finite or countable set.

A distribution is called continuous if its cumulative distribution function is continuous, which méans that it belongs to a random variable X for which Pr[ X = x ] = 0 for all x in R.

The so-called absolutely continuous distributions can be expressed by a fungsi dénsitas probabilitas: a non-negative Lebesgue integrable function f defined on the réals such that

for all a and b. That discrete distributions do not admit such a density is unsurprising, but there are continuous distributions like the devil's staircase that also do not admit a density.

The support of a distribution is the smallest closed set whose complement has probability zero.

Jejer penting dina sebaran probabiliti

Sababaraha sebaran probabiliti kacida pentingna dina téori atawa pamakéan dibéré ngaran nu husus: