Random Variable

Creator

Creator

Created

Created

2023 Mar 7 2:30

Editor

Editor

Edited

Edited

2024 Oct 27 23:58

Refs

Refs

Probability Distribution

Probability Density Function

Random Variable

X

is a function which maps from the sample space

\Omega

to the set of real numbers with outcome

\omega

. Random Variable

X

is a function while variable

x

is a value.

Continuous random variable

Discontinuous random variable

X: \omega \in \Omega \rightarrow \real

Everything in the world could be a random variable

Random Variable Notion

Indicator random variable

Uniform random variable

Bias-Variance Trade-off

Hoeffding inequality

Moment-generating function

Characteristic function

The law of the randomness

Random variable

A random variable is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' in its mathematical definition refers to neither randomness nor variability but instead is a mathematical function in whichthe domain is the set of possible outcomes in a sample space ; and the range is a measurable space. Typically, the range of a random variable is set of real numbers.

Random variable

https://en.wikipedia.org/wiki/Random_variable

Random variable

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