Random Variable
A random variable is a measurable function from a probability space
into a measurable
space
known as the state
space (Doob 1996). Papoulis (1984, p. 88) gives the slightly different definition
of a random variable
as a real
function whose domain is the probability space
and such that:
1. The set
is an event
for any real number
.
2. The probability of the events
and
equals zero.
The abbreviation "r.v." is sometimes used to denote a random variable.
Bernoulli random variable
with n = 48 and p = 1/4




