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According to [[George Mackey]], [[Pafnuty Chebyshev]] was the first person "to think systematically in terms of random variables".<ref name=":3">{{cite journal|journal=Bulletin of the American Mathematical Society |series=New Series|volume=3|number=1|date=July 1980|title=Harmonic analysis as the exploitation of symmetry – a historical survey|author=George Mackey}}</ref>
==Definition==
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