---
tag: 01EQPZ6RYZ
kind: concept
name: Law of a random variable
aliases: [distribution-of-a-random-variable, pushforward-distribution]
msc: ["60E05"]
sources:
  - url: https://en.wikipedia.org/wiki/Probability_distribution
    locator: General probability definition
---

## Summary

The law of a random variable $X$ is the probability distribution of its values: it gives each set $B$ of values the probability $P(X \in B)$.
The node [[law of a random variable|0TST4MHA3A]] gives the precise definition.