Random Variables
Abstract
This chapter discusses random variables including events defined by random variables, discrete random variables, continuous random variables, cumulative distribution function, probability mass function of discrete random variables, and probability distribution function of continuous random variables.
Keywords
Random variables
cumulative distribution function
probability mass function
probability density function
2.1 Introduction
The concept of a probability space that completely describes the outcome of a random experiment has been developed in Chapter 1. In this chapter we develop the idea of a function defined on the outcome of a random experiment, which is a very high-level definition of a random variable. ...
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