Editing Probability distribution (section)

=== Basic terms ===
*''[[Random variable]]'': takes values from a sample space; probabilities describe which values and set of values are more likely taken.
*''[[Event (probability theory)|Event]]'': set of possible values (outcomes) of a random variable that occurs with a certain probability.
*''[[Probability measure|Probability function]]'' or ''probability measure'': describes the probability <math>P(X \in E)</math> that the event <math>E,</math> occurs.<ref name='vapnik'>Chapters 1 and 2 of {{harvp|Vapnik|1998}}</ref>
*''[[Cumulative distribution function]]'': function evaluating the [[probability]] that <math>X</math> will take a value less than or equal to <math>x</math> for a random variable (only for real-valued random variables).
*''[[Quantile function]]'': the inverse of the cumulative distribution function. Gives <math>x</math> such that, with probability <math>q</math>, <math>X</math> will not exceed <math>x</math>.