Definition: Random variable
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The Book of Statistical Proofs ▷
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Random variable
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Metadata: ID: D65  shortcut: rvar  author: JoramSoch  date: 20200527, 22:36.
Definition: A random variable may be understood

informally, as a real number $X \in \mathbb{R}$ whose value is the outcome of a random experiment;

formally, as a measurable function $X$ defined on a probability space $(\Omega, \mathcal{E}, P)$ that maps from a sample space $\Omega$ to the real numbers $\mathbb{R}$ using an event space $\mathcal{E}$ and a probability function $P$;

more broadly, as any random quantity $X$ such as a random event, a random scalar, a random vector or a random matrix.
 Wikipedia (2020): "Random variable"; in: Wikipedia, the free encyclopedia, retrieved on 20200527; URL: https://en.wikipedia.org/wiki/Random_variable#Definition.
Metadata: ID: D65  shortcut: rvar  author: JoramSoch  date: 20200527, 22:36.