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Random Variables

  • Emmanuel N. Barron,
  • John G. Del Greco

摘要

Random variables are the central objects of study in probability. The name ‘random variables’ is somewhat of a misnomer since they are neither random nor are they variables in the conventional sense. A random variable is simply a real-valued function on the sample space of an experiment whose purpose is to extract information, that is, data, from the outcomes of that experiment.