ProbabilityDistributions
:ProbabilityAxioms -- ProbabilityApplications
:RandomVariable -- CumulativeDistributionFunction -- ProbabilityDensity
A probability distribution describes a special universe, a set of real numbers (see AnaLysis) and how probability is distributed among them to determine a random variable. For every random variable, there is a function called the CumulativeDistributionFunction which provides the probability that a given value is not exceeded by the random variable.
:F(x) = Pr[X<x]
Several probability distributions are so important that they have been given specific names, the NormalDistribution, the BinomialDistribution, the PoissonDistribution are just three of them.