Definition:Random Variable/Definition 1

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Definition

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 $f: \Omega \to X$.


Also see


Sources