Random variable: Difference between revisions

Revision as of 13:38, 21 March 2002

Revision as of 08:13, 6 April 2002

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We can think of a '''random variable''' as athe 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]].