Random variable: Difference between revisions

Revision as of 00:36, 8 November 2003

Revision as of 01:27, 23 January 2004

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[[pl:Zmienna losowa]][[sv:stokastisk variabel]][[it:variabile casuale]][[de:Zufallsvariable]]

We can think of aA '''random variable''' can be thought of as the numeric result of operating a non-deterministic mechanism or performing a non-deterministic experiment to generate a [[random]] result. For example, rolling a die and recording the outcome yields a random variable with range {1,2,3,4,5,6}. Picking a random person and measuring their height yields another random variable.

Mathematically, a random variable is defined as a [[measurable function]] from a [[probability space]] to some [[measurable space]]. This measurable space is the space of possible values of the variable, and it is usually taken to be the [[real number|real numbers]] with the [[Borel algebra|Borel σ-algebra]], and we will always assume this in this encyclopedia, unless otherwise specified.