random variable

A quantity whose value is random and to which a probability distribution is assigned, such as the possible outcome of a roll of a dice.

Noun

  1. A quantity whose value is random and to which a probability distribution is assigned, such as the possible outcome of a roll of a dice.
  2. A measurable function from a sample space to the measurable space of possible values of the variable.
    • Henceforth the symbol X(w) will be used for the random variable X#58;S#92;rightarrow#92;mathbb#123;R#125;. - 1996, Ron C. Mittelhammer, Mathematical Statistics for Economics and Business, volume 78, Springer, page 45:
    • The particular example considered here is the Hilbert space of random variables. - 2009, Christian Perwass, Geometric Algebra with Applications in Engineering, Springer, page 351:
    • A two-dimensional random variable is a mapping of the points in the sample space to ordered pairs {x, y}. Usually, when dealing with a pair of random variables, the sample space naturally partitions itself so that it...

Forms

random variables

Synonyms

variate random quantity aleatory variable stochastic variable

Derived

continuous random variable discrete random variable