random variable

Definitions

1. A quantity whose value is random and to which a probability distribution is assigned, such as the possible outcome of a roll of a dice.
   broadly
2. A measurable function from a sample space to the measurable space of possible values of the variable.
   formal

Equivalents

Examples

“Henceforth the symbol X(w) will be used for the random variable X#58;S#92;rightarrow#92;mathbb#123;R#125;.”

“The particular example considered here is the Hilbert space of random variables.”

“A two-dimensional random variable is a mapping of the points in the sample space to ordered pairs {x, y}. Usually, when dealing with a pair of random variables, the sample space naturally partitions itself so that it can be viewed as a combination of two simpler sample spaces.”

CEFR level