This chapter discusses random variables and probability distributions. It begins by defining a random variable and giving an example of counting the number of red balls drawn from an urn. The chapter then covers discrete and continuous probability distributions. Discrete distributions are defined and an example is given involving the number of cars with airbags sold from an inventory. The chapter illustrates probability mass functions, histograms, and cumulative distribution functions. It also introduces continuous distributions and defines probability density functions and cumulative distribution functions.