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Random Variables, Elements, and Measurable Maps

Sidney I. Resnick
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Sidney I. Resnick: School of Operations Research and Industrial Engineering

Chapter 3 in A Probability Path, 2005, pp 71-90 from Springer

Abstract: Abstract In this chapter, we will precisely define a random variable. A random variable is a real valued function with domain Ω which has an extra property called measurability that allows us to make probability statements about the random variables.

Date: 2005
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4612-1818-0_3

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DOI: 10.1007/978-1-4612-1818-0_3

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