random variable

A random variable assigns a value to the outcome of an experiment.

Formally,
a random variable is a measurable function X:ΩR from the sample space Ω equipped with event space F to a measurable space (R,R).

X(ω)=r means that X:ωr maps outcome ωΩ to value rR.

Typically, R is the set of real numbers R; in general, X is an R-valued random variable.


Powered by Forestry.md