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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.


Derived termsEdit