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Report - Random Variable

A random variable is a mathematical function that assigns numerical values to outcomes of random events, defined on a sample space. There are two main types: discrete random variables, which take countable values, and continuous random variables, which take values from an uncountable set. The concept is foundational in probability and statistics, allowing for the quantification of uncertainty across various fields.

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4 views2 pages

Report - Random Variable

A random variable is a mathematical function that assigns numerical values to outcomes of random events, defined on a sample space. There are two main types: discrete random variables, which take countable values, and continuous random variables, which take values from an uncountable set. The concept is foundational in probability and statistics, allowing for the quantification of uncertainty across various fields.

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Report: Random Variable

Definition and Concept


A random variable (also known as a random quantity, aleatory variable, or stochastic variable) is
a mathematical formalization of a quantity or object that depends on random events. Despite the
name, a random variable is not inherently "random" or "variable" in the everyday sense; rather, it
is a function that assigns numerical values to the outcomes of a random process [1] .
Formally, a random variable $ X $ is defined as a measurable function from a sample space $
\Omega $ (the set of all possible outcomes of a random experiment) to a measurable space $ E
$, often a subset of the real numbers. For example, if you toss a coin, the sample space could be
$ {H, T} $ (heads or tails), and you might define a random variable that maps heads to 1 and
tails to 0 [1] .
Types of Random Variables
Discrete Random Variable: Takes values from a countable set (finite or countably infinite).
Examples include the outcome of rolling a die or the number of children in a family. The
distribution of a discrete random variable is described by a probability mass function (PMF),
which assigns probabilities to each possible value [1] .
Continuous Random Variable: Takes values from an uncountable set, typically an interval
of real numbers. Continuous random variables are described by a probability density
function (PDF), and individual points have zero probability; only intervals have nonzero
probability. The cumulative distribution function (CDF) gives the probability that the variable
falls within a certain range [1] .
Probability Distributions
The probability distribution of a random variable describes how probabilities are assigned to its
possible values. For a discrete random variable, this is done via the PMF; for a continuous
random variable, via the PDF. The cumulative distribution function (CDF), $ F_X(x) = P(X \leq x)
$, applies to both types and gives the probability that the random variable is less than or equal
to a given value [1] .
Examples
Coin Toss: Let $ Y $ be a random variable representing a $1 payoff for heads and $0 for
tails. If the coin is fair, $ P(Y=1) = 0.5 $ and $ P(Y=0) = 0.5 $ [1] .
Dice Roll: Let $ X $ be the sum of two dice. The possible sums range from 2 to 12, each
with a specific probability determined by the number of ways to achieve that sum [1] .
Extensions
While random variables are often real-valued, the concept extends to random elements taking
values in more general spaces, such as vectors, matrices, graphs, or functions. This
generalization is important in fields like machine learning and graph theory, where random
structures are modeled [1] .
Measure-Theoretic Foundation
In advanced probability theory, a random variable is a measurable function defined on a
probability space $ (\Omega, \mathcal{F}, P) $, where $ \Omega $ is the sample space, $
\mathcal{F} $ is a sigma-algebra of events, and $ P $ is a probability measure. This rigorous
foundation allows for the precise definition of concepts like independence, expectation, and
variance [1] .
Conclusion
A random variable is a core concept in probability and statistics, providing a bridge between
abstract random processes and numerical analysis. It enables the quantification and study of
uncertainty in a wide range of scientific, engineering, and real-world contexts [1] .
⁂

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

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