Editing Probability distribution (section)

=== Related terms ===
*[[Support (mathematics)|''Support'']]: set of values that can be assumed with non-zero probability (or probability density in the case of a continuous distribution) by the random variable. For a random variable <math>X</math>, it is sometimes denoted as <math>R_X</math>.
*'''Tail''':<ref name='tail'>More information and examples can be found in the articles [[Heavy-tailed distribution]], [[Long-tailed distribution]], [[fat-tailed distribution]]</ref> the regions close to the bounds of the random variable, if the pmf or pdf are relatively low therein. Usually has the form <math>X > a</math>, <math>X < b</math> or a union thereof.
*'''Head''':<ref name='tail' /> the region where the pmf or pdf is relatively high. Usually has the form <math>a < X < b</math>.
*''[[Expected value]]'' or ''mean'': the [[weighted average]] of the possible values, using their probabilities as their weights; or the continuous analog thereof.
*''[[Median]]'': the value such that the set of values less than the median, and the set greater than the median, each have probabilities no greater than one-half.
*[[Mode (statistics)|''Mode'']]: for a discrete random variable, the value with highest probability; for an absolutely continuous random variable, a location at which the probability density function has a local peak.
*''[[Quantile]]'': the q-quantile is the value <math>x</math> such that <math>P(X < x) = q</math>.
*''[[Variance]]'': the second moment of the pmf or pdf about the mean; an important measure of the [[Statistical dispersion|dispersion]] of the distribution.
*''[[Standard deviation]]'': the square root of the variance, and hence another measure of dispersion.
*[[Symmetric probability distribution|''Symmetry'']]: a property of some distributions in which the portion of the distribution to the left of a specific value (usually the median) is a mirror image of the portion to its right.
*''[[Skewness]]'': a measure of the extent to which a pmf or pdf "leans" to one side of its mean. The third [[standardized moment]] of the distribution.
*''[[Kurtosis]]'': a measure of the "fatness" of the tails of a pmf or pdf. The fourth standardized moment of the distribution.