Which of the following statements is incorrect about random variable and probability distribution? Which of the following statements is incorrect about random variable and probability distribution? A discrete random variable can have an infinite number of values, but has to be countable. The probability distribution tells us the possible values of a random variable and their associated probabilities. Different probability density curves will have different total areas under the curve. The qth percentile of a probability distribution is the value where the area to its left is q%, and the area to its right is (100 q)%