Random variables

Random variables are variables that have a probability distribution attached to them that determines the values each one can have. We view the random variable as a function, X: Ω → Ωx, where . The range of the X function is denoted by .

A discrete random variable is a random variable that can take on finite or countably infinite values.

Suppose we have S ∈ Ωx:

This is the probability that S is the set containing the result. ...

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