STAT 3450 Lecture Notes - Lecture 4: Random Variable, Sample Space, Probability Mass Function
6 Mar 2017
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Document Summary
In most applications we are usually interested in one or more real-valued summaries of the outcome of the experiment. A random variable assigns a numerical value to each outcome in a sample space. It is denoted usually by capital letter, most often by x, y, and z. A random variable maps each outcome to a number: It depends on what aspect of the experiment is of interest. A random variable x is discrete if the number of possible values is countable (even if infinite). A random variable x is continuous if the number of possible values is uncountable. (contains an interval) A random variable can be thought of as sampled from a population. A particular outcome is often denoted by a small letter. A list of all possible values of a random variable (rv) x, along with the probabilities of each of those values p(x) = p(x = x) gives a complete description of the population.
