Definition:Random variable

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Definition: Random variable
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].