A probability distribution is a measure that tries to capture the variability of a random variable by looking at the expected squared deviation of the random variable from its mean.

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A probability distribution is a way to assign probabilities to the possible values of a random variable. The expected value and variance of the random variable can then be calculated from the probability distribution. The variance (not squared deviation) measures the spread or variability of the random variable.

A Probability Distribution Is a Measure That Tries to Capture