Random variable
Random variable
A random variable is a variable whose possible values are outcomes of a random phenomenon. More specifically, a random variable is defined as a function that maps the outcomes of an unpredictable process to numerical quantities, typically real numbers, which can be either discrete (i.e., taking any of a specified list of exact values) or continuous (i.e., taking any numerical value in an interval or collection of intervals).
Definition[edit | edit source]
Formally, let S be a sample space — a set of outcomes of a random process. Then a random variable X is a function from S to the real numbers. The technical conditions on the function X are designed to capture the idea that the value of X is determined by the outcome of the random process.
Types of random variables[edit | edit source]
Random variables can be classified into two broad types:
- Discrete random variables: These are variables that can take on a countable number of values. Examples include the number of heads in a series of coin flips, or the number of students present in a classroom.
- Continuous random variables: These are variables that can take on any value in a given range or interval. Examples include the height of a person, or the time it takes for a computer to process a task.
Probability distribution[edit | edit source]
The Probability distribution of a random variable is a function that describes the likelihood of each possible outcome. It is defined for every possible outcome in the sample space and satisfies the conditions of a probability measure.
Expectation and variance[edit | edit source]
The Expected value or expectation of a random variable is a weighted average of all possible values that the random variable can take on, with the weights being the probabilities of these outcomes. The Variance of a random variable is a measure of how much values of the random variable vary around the expected value.
See also[edit | edit source]
- Probability theory
- Statistics
- Stochastic process
- Probability density function
- Cumulative distribution function
References[edit | edit source]
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