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Two events are independent if the occurrence of one does not affect the probability of the occurrence of the other.

A random variable is a function that assigns a real number to each outcome of a random circumstance.

The sample space of an experiment is the set of all possible outcomes of that experiment.

An event is a set containing outcomes of a probabilistic experiment that satisfies some condition.

Conditional probability is the likelihood of an event occurring given that another event has already occurred.

Two events are mutually exclusive if they cannot both occur at the same time.

The complementary events are two events where the probability of one event is equal to 1 minus the probability of the other event.

A probability distribution is a mathematical function that provides the probabilities of occurrence of different possible outcomes in an experiment.

The expected value of a random variable is the long-run average value of repetitions of the experiment it represents.

The variance of a random variable is the expected value of the squared deviation from the mean of the variable.

The standard deviation of a probability distribution is the square root of its variance.

A discrete random variable is one that can take on only a countable number of distinct values such as 0, 1, 2, ...

A continuous random variable is one that can take on any value in a range or interval.

The law of total probability states that the total probability of an outcome can be found by considering all possible ways that the outcome can occur.

Bayes' theorem describes the probability of an event, based on prior knowledge of conditions that might be related to the event.

Joint probability is the probability of two events occurring simultaneously.

Marginal probability is the probability of a single event occurring without regard to the outcome of other events.

A permutation is an arrangement of all or part of a set of objects, with regard to the order of the arrangement.

A combination is a selection of items from a collection, such that (unlike permutations) the order of selection does not matter.