Category:Random Variables

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This category contains results about Random Variables.
Definitions specific to this category can be found in Definitions/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 $f: \Omega \to X$.

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