Introduction to probability theory

This article introduces the probability theory, developing the concept of probability to model phenomena where the outcome is uncertain. Additionally, it is presented the concept of discrete and continuous random variables and the functions that describe the probability distribution, such as the probability mass function, the probability density function and the cumulative distribution function. Some useful continuous probability distributions, such as the uniform, normal, log-normal, chi-square and Weibull distribution, are presented and shown how they can be used to solve some practical electrical engineering problems.