A probability distribution is a table or an equation that links each outcome of a statistical experiment with its probability of occurrence. Consider a simple experiment in which we flip a coin two times. An outcome of the experiment might be the number of heads that we see in two coin flips. The table below associates each possible outcome with its probability.
|Number of heads||Probability|
Suppose the random variable X is defined as the number of heads that result from two coin flips. Then, the above table represents the probability distribution of the random variable X.