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Definitions III (Discrete)

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Additive function
Sigma-additive function
Probability distribution (countable)
(Probability) Distribution of a random variable
PMF of a random variable
Cumulative distribution function (of a random variable)
Conditional probability
Independent events (conditional)
Joint distribution
Marginal distribution
Independent random variables (definition)
Independent random variables (formula)
Convolution (discrete)
Conditionally independent