MAT2377- Midterm Exam Guide - Comprehensive Notes for the exam ( 37 pages long!)

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A function x : s r, that associates a real number x(s) to each outcome s is called a random variable. Notation: the range of the random variable is denoted rx. Rx is the set of all possible values that x can take. Note: we use upper-case letters (often at the end of the alphabet) to denote random variables, e. g. x, y, z, w, . Note: as an outcome is observed and we evaluate the random variables, we obtain an observed value. The observed values are denoted with lower-case letters, e. g. x, y, z, w, . Example 1: consider calls to a communication system. Let x be the waiting time between two calls. Events with random variables: we can construct events with ran- dom variables. Here are a few examples: let a r, we interpret {x a} as the following event:

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