A (real-valued)
random variable [math]X
[/math] on a
probability space [math](\href{/cs2800/wiki/index.php/S}{S},\href{/cs2800/wiki/index.php/Pr}{Pr})
[/math] is a
function [math]X : S \href{/cs2800/wiki/index.php/%E2%86%92}{→} \href{/cs2800/wiki/index.php?title=%E2%84%9D&action=edit&redlink=1}{ℝ}
[/math].
More generally, if
[math]A
[/math] is any
set, an
[math]A
[/math]-valued
random variable [math]X
[/math] is a
function [math]X : \href{/cs2800/wiki/index.php/S}{S} \href{/cs2800/wiki/index.php/%E2%86%92}{→} A
[/math].
