A **random variable **is a function that can take

on values corresponding to a sample point in a sample space. As

each sample point is associated with a probability value, random

variables assumes its values with a certain probability that

depends on the sample point on which the value is based. A random

variable that is defined over a discrete sample space has a

finite or countable number of possible values and is called a **discrete
random variable**. A random variable that is defined over

a continuous sample space has an infinite set of possible values

and is called a

**continuous random variable**.