Definition:Probability Distribution/Also known as

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Probability Distribution: Also known as

The probability distribution of $X$ may also be called the distribution or law of $X$.

However, both of those terms have wider meanings than the field of probability theory, so beware of this, and use the explicit form if there is any danger of confusion.

The probability distribution of $X$ may also be denoted $\mu_X$, $\LL_X$ or $\Lambda_X$.

As an abuse of vocabulary, the probability distribution of $X$ may refer to its probability mass function or probability density function.


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