Types of Random Variable

This chapter restricts attention to two kinds of random variable:

1. Discrete random variable — for counting a quantity: it takes at most a countable number of values (finitely many, or a sequence $x_1,x_2,x_3,\dots$).
2. Continuous random variable — for measuring a quantity: it can take any value in an interval (or union of intervals) of $\mathbb R$. …