2. Classical probability laws in statistics

The aim of this paragraph is to describe the laws of the real random variables introduced in the rest of this article. The random variables X, presented below, are all real-valued, and have a density law f with no simple primitive. To obtain quantities of the form $P\left(a\le X\le b\right)$ , statistical tables are available which give a number of values for this function. For each example, we give the associated statistical table and a few examples of probability calculations.