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Next: 2.1.3 Probability Distributions Up: 2.1 Probabilities and Random Previous: Conditional Probabilities

2.1.2 Random Variables

Often, we are not interested in $ \Omega$ per se, but in the value of some function defined on $ \Omega$.

Definition 5   A Random Variable $ X$ is a function on the sample space $ \Omega$.


Eran Borenstein