Random Variables Aren’t Random

Paul W. Vos ()
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Paul W. Vos: Department of Public Health, Brody School of Medicine, East Carolina University, Greenville, NC 27858, USA

Mathematics, 2025, vol. 13, issue 5, 1-14

Abstract: This paper examines the foundational concept of random variables in probability theory and statistical inference, demonstrating that their mathematical definition requires no reference to randomization or hypothetical repeated sampling. We show how measure-theoretic probability provides a framework for modeling populations through distributions, leading to three key contributions. First, we establish that random variables, properly understood as measurable functions, can be fully characterized without appealing to infinite hypothetical samples. Second, we demonstrate how this perspective enables statistical inference through logical rather than probabilistic reasoning, extending the reductio ad absurdum argument from deductive to inductive inference. Third, we show how this framework naturally leads to an information-based assessment of statistical procedures, replacing traditional inference metrics that emphasize bias and variance with information-based approaches that describe the families of distributions used in parametric inference better. This reformulation addresses long-standing debates in statistical inference while providing a more coherent theoretical foundation. Our approach offers an alternative to traditional frequentist inference that maintains mathematical rigor while avoiding the philosophical complications inherent in repeated sampling interpretations.

Keywords: measure-theoretic probability; statistical foundations; Fisher-information-logic; distribution theory; single-instance randomization (search for similar items in EconPapers)
JEL-codes: C (search for similar items in EconPapers)
Date: 2025
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