Category:Definitions/Random Variables

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This category contains definitions related to Random Variables.
Related results can be found in Category:Random Variables.


Let $\left({\Omega, \Sigma, \Pr}\right)$ be a probability space, and let $\left({X, \Sigma'}\right)$ be a measurable space.


A random variable (on $\left({\Omega, \Sigma, \Pr}\right)$) is a $\Sigma \, / \, \Sigma'$-measurable mapping $f: \Omega \to X$.