Definition:Random Variable/Discrete

Definition

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

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

A discrete random variable on $\struct {\Omega, \Sigma, \Pr}$ taking values in $\struct {S, \Sigma'}$ is a mapping $X: \Omega \to S$ such that:

$(1): \quad$ The image of $X$ is a countable subset of $S$

$(2): \quad$ $\forall x \in S: \set {\omega \in \Omega: \map X \omega = x} \in \Sigma$

Alternatively, the second condition can be written as:

$(2): \quad$ $\forall x \in S: X^{-1} \sqbrk {\set x} \in \Sigma$

where $X^{-1} \sqbrk {\set x}$ denotes the preimage of $\set x$.

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

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

Let $X$ be a random variable on $\struct {\Omega, \Sigma, \Pr}$ taking values in $\struct {S, \Sigma'}$.

Then we say that $X$ is a discrete random variable on $\struct {\Omega, \Sigma, \Pr}$ taking values in $\struct {S, \Sigma'}$ if and only if:

the image of $X$ is a countable subset of $\Omega'$.

Other words used to mean the same thing as random variable are:

stochastic variable

chance variable

variate.

The image $\Img X$ of $X$ is often denoted $\Omega_X$.