Loterre: Mathématiques: random variable

probability theory > random variable

random variable

A random variable (also called random quantity, aleatory variable, or stochastic variable) is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' can be misleading as it is not actually random nor a variable, but rather it is a function from possible outcomes (e.g., the possible upper sides of a flipped coin such as heads ${\\displaystyle H}$ and tails ${\\displaystyle T}$ ) in a sample space (e.g., the set ${\\displaystyle \\{H,T\\}}$ ) to a measurable space (e.g., ${\\displaystyle \\{-1,1\\}}$ in which 1 is corresponding to ${\\displaystyle H}$ and −1 is corresponding to ${\\displaystyle T}$ , respectively), often to the real numbers.
(Wikipedia, The Free Encyclopedia, https://en.wikipedia.org/wiki/Random_variable)

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