Probability Model

1. discrete random variable

When the image of X is finite or countably infinite, the random variable is called a discrete random variable

- Probability Mass Function

2. continuous random variable

When the image is uncountably infinite then X is called continuous random variable

- Probability Density Function

3. mean, median, mode

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4. Moments

- first moment (Expectation)

- sample mean

- expectation properties

- second moment (variance)

- sample variance

- biased sample variance

- unbiased sample variance

- variance properties

- third moment (Skewness)

- fourth moment (Kurtosis)


Reference

random variable - wikipedia

moment (mathmatics) - wikipedia

expected value - wikipedia

variance - wikipedia


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