example: Let X = number of heads observed when a fair coin is flipped 4 times.
S = {HHHH, HHHT, HHTH, HHTT, HTHH, HTHT, HTTH, HTTT,
THHH, THHT, THTH, THTT, TTHH, TTHT, TTTH, TTTT}
The probability distribution for X:
X
P(X=x)