Definition
Random Variable
Probability Space
A random variable $X$ is a measurable function from the sample space $\Omega$ to $\R$
$$ X : \Omega \to \R $$
that is, the inverse of any Borel Set in $\R$ is $\mathcal{F}$-measurable:
$$ X^{-1} (A) = \{\omega : X(\omega) \in A \} \in \mathcal{F} \quad \forall A \in \R $$
Depends on
Dependency Graph
flowchart LR
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n6af26769["Probability Space"]
ne7ca7604["Random Variable"]:::current
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