Definition:Random Variable/General Definition

Definition
Let $\struct {\Omega, \Sigma, \Pr}$ be a probability space.

Let $\struct {S, \Sigma'}$ be a measurable space.

A random variable on $\struct {\Omega, \Sigma, \Pr}$, taking values in $\struct {S, \Sigma'}$, is a $\Sigma \, / \, \Sigma'$-measurable mapping $X : \Omega \to S$.

Also see

 * Definition:Discrete Random Variable
 * Definition:Continuous Random Variable