Random variable: Difference between revisions

Content deleted Content added
interlanguage links
Miguel~enwiki (talk | contribs)
mNo edit summary
Line 36:
 
Mathematically, this is known as the (generalised) [[problem of moments]]: for a given class of random variables ''X'', find a collection {''f<sub>i</sub>''} of functions such that the expectation values E[''f<sub>i</sub>''(''X'')] fully characterize the distribution of the random variable ''X''.
 
 
 
 
 
 
=== Convergence ===
 
Much of mathematical statistics consists in proving convergence results for certain [[sequence]]s of random variables; see for instance the [[law of large numbers]] and the [[central limit theorem]].
 
There are various senses in which a sequence (''X''<sub>''n''</sub>) of random variables can converge to a random variable ''X''. These are explained in the article on [[convergence of random variables]].
 
=== Examples ===
Line 141 ⟶ 152:
20 37 89 3 71
35 96 82 11 4
 
 
 
 
=== Convergence ===
 
Much of mathematical statistics consists in proving convergence results for certain [[sequence]]s of random variables; see for instance the [[law of large numbers]] and the [[central limit theorem]].
 
There are various senses in which a sequence (''X''<sub>''n''</sub>) of random variables can converge to a random variable ''X''. These are explained in the article on [[convergence of random variables]].
 
----