Random function: Difference between revisions

Revision as of 04:20, 19 May 2013

Revision as of 18:08, 15 January 2014

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==Definition==

A random function is a type of [[random element]] in which a single outcome is selected from some family of functions, where the family consists some class of all maps from the [[Domain of a function|___domain]] to the [[codomain]].{{Clarify|date=June 2011}} For example the class may be restricted to all [[continuous function]]s or to all [[step function]]s. The values determined by a random function evaluated at different points from the same realization would not generally be [[statistically independent]] but, depending on the model, values determined at the same or different points from different realisations might well be treated as independent.

==Applications==