Capital X Symbol
The capital Latin letter X is used to represent a random variable in statistics
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Unicode  X 

Usage
Random Variable  Notation
In probability a random variable is denoted using capital latin letters usually X, Y, and Z or A, and B respectively.
Probability Distribution  Notation
A probability distribution is denoted like a function. Often a capital P is used for the function name, and the capital letter X is used for the argument to the function.
Conditional Probability  Notation
Conditional probability is denoted using a vertical bar between the two variables