random variable
noun1
Mathematics, Sciences, Statistics Broadly A quantity whose value is random and to which a probability distribution is assigned, such as the possible outcome of a roll of a dice.
2
Mathematics, Sciences, Statistics Formal A measurable function from a sample space to the measurable space of possible values of the variable.
- Henceforth the symbol X(w) will be used for the random variable X#58;S#92;rightarrow#92;mathbb#123;R#125;.1996, Ron C. Mittelhammer, Mathematical Statistics for Economics and Business, volume 78, Springer, page 45:
- The particular example considered here is the Hilbert space of random variables.2009, Christian Perwass, Geometric Algebra with Applications in Engineering, Springer, page 351:
1 more example
- A two-dimensional random variable is a mapping of the points in the sample space to ordered pairs {x, y}. Usually, when dealing with a pair of random variables, the sample space naturally partitions itself so that it can be viewed as a combination of two simpler sample spaces.2012, Scott Miller, Donald Childers, Probability and Random Processes, 2nd edition, Elsevier (Academic Press), page 177:
- Synonyms
- variate, random quantity, aleatory variable, stochastic variable
- Derived terms
- continuous random variable, discrete random variable