#USChinaTensions Random real variable

random variable with values

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In probability theory, a real random variable is a random variable with values in ℝ, or a subset of ℝ; it is a function defined from the set of possible outcomes of a random experiment, for which we must be able to determine the probability that it takes a given value or a given set of values. Real random variables are the most commonly studied random variables, leading some authors to omit the adjective real and simply refer to random variable.





This article does not cite its sources sufficiently (September 2013).

Random variables are widely used in probability theory and statistics. In applications, random variables are used to model the outcome of a non-deterministic mechanism or as the result of a non-deterministic experiment that generates a random outcome. In mathematical or inferential statistics, random variables are generally used to model presumed infinite populations.

This article only deals with real random variables:

The article General random variable generalizes this article to the non-real case from the perspective of measure theory;

The article Elementary random variables discusses the concept of random variable in a more intuitive way.