Editing Outline of probability (section)

==[[Random variable]]s==
===Discrete and continuous random variables===
* [[Discrete random variable]]s: [[Probability mass function]]s
* [[Continuous random variable]]s: [[Probability density function]]s
* [[Normalizing constant]]s
* [[Cumulative distribution function]]s
* [[Joint distribution|Joint]], [[marginal distribution|marginal]] and [[Conditional distribution|conditional]] distributions

===Expectation===
* [[expected value|Expectation]] (or [[mean]]), [[variance]] and [[covariance]]
** [[Jensen's inequality]]
* General [[Moment about the mean|moments about the mean]]
* [[Correlation|Correlated]] and [[uncorrelated]] random variables
* [[Conditional expectation]]:
** [[law of total expectation]], [[law of total variance]]
* [[Fatou's lemma]] and the [[monotone convergence theorem|monotone]] and [[dominated convergence theorem|dominated]] convergence theorems
* [[Markov's inequality]] and [[Chebyshev's inequality]]

===Independence===
* [[Independent random variables]]

===Some common distributions===
* Discrete:
** [[Constant random variable|constant]] (see also [[degenerate distribution]]),
** [[Bernoulli distribution|Bernoulli]] and [[Binomial distribution|binomial]],
** [[Negative binomial distribution|negative binomial]],
** [[Uniform distribution (discrete)|(discrete) uniform]],
** [[geometric distribution|geometric]],
** [[Poisson distribution|Poisson]], and
** [[hypergeometric distribution|hypergeometric]].
* Continuous:
** [[Uniform distribution (continuous)|(continuous) uniform]],
** [[exponential distribution|exponential]],
** [[gamma distribution|gamma]],
** [[beta distribution|beta]],
** [[normal distribution|normal]] (or ''Gaussian'') and [[multivariate normal distribution|multivariate normal]],
** [[chi-squared distribution|χ-squared]] (or chi-squared),
** [[F-distribution]],
** [[Student's t-distribution]], and
** [[Cauchy distribution|Cauchy]].

===Some other distributions===
* [[Cantor distribution|Cantor]]
* [[Fisher–Tippett distribution|Fisher–Tippett]] (or ''Gumbel'')
* [[Pareto distribution|Pareto]]
* [[Benford's law]]

===Functions of random variables===
* [[Sum of normally distributed random variables]]
* [[Borel's paradox]]