Probability Distribution

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Definition(s):

The assignment of a probability to the possible outcomes (realizations) of a random variable.
Source(s):
NIST SP 800-22 Rev. 1a

A function that assigns a probability to each measurable subset of the possible outcomes of a random variable.
Source(s):
NIST SP 800-90B under Probability distribution

Glossary Comments

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See NISTIR 7298 Rev. 3 for additional details.