math-random-variable.html
* created: 2025-10-28T16:48
* modified: 2025-10-28T16:51
title
Random Variable
description
A function that maps an item from a sample space to a measurable space (from a potential outcome to a defined outcome).
related notes
Random Variables
They're neither random nor variables.
A random variable X is a measurable function from a sample space \ohm to a measurable space S:
X: \ohm \to S
Two random variables are independent, if:
f(s,t) = \Pr(X=s, Y=t) = \Pr(X=s) \cdot \Pr(Y=t)