This chapter focuses on both discrete and continuous random variables and their corresponding probability distributions. Discrete random variables are introduced through the binomial, hypergeometric, and Poisson distributions, while continuous random variables are illustrated with the uniform, normal, chi-square, t, and F distributions. The chapter emphasizes the mathematical foundations of these distributions, including their expected values and variances. Practical applications are discussed, along with techniques for calculating probabilities using software tools like R, Excel, and Stata.