Random Variables

Random variables associate real values with the outcome of a random experiment. This chapter provides a mathematical definition of a random variable as well as ways to characterize it using probability theory. It also discussed joint properties of random variables and their characterization. The chapter presents some commonly used distribution. In particular, it discusses the normal or Gaussian distribution and its multivariable version. Finally, the chapter shows how we can generate random numbers with a specified distribution, including MATLAB commands for generating and plotting the desired distribution.