Open main menu

Wiktionary β

Contents

EnglishEdit

 
Wikipedia has an article on:
Wikipedia

NounEdit

random variable (plural random variables)

  1. (statistics, broadly) 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.
  2. (statistics, formally) A measurable function from a sample space to the measurable space of possible values of the variable.
    • 1996, Ron C. Mittelhammer, Mathematical Statistics for Economics and Business, Volume 78, Springer, page 45,
      Henceforth the symbol   will be used for the random variable  .
    • 2009, Christian Perwass, Geometric Algebra with Applications in Engineering, Springer, page 351,
      The particular example considered here is the Hilbert space of random variables.
    • 2012, Scott Miller, Donald Childers, Probability and Random Processes, Elsevier (Academic Press), 2nd Edition, page 177,
      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.

Usage notesEdit

Especially in discrete cases, a random variable is sometimes said to be indexed by the domain of its defining function, leading to notations such as   and   to represent particular values of the codomain.

SynonymsEdit

Derived termsEdit

TranslationsEdit