chore: clarify random variable
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This commit is contained in:
Youwen Wu 2025-02-16 13:59:19 -08:00
parent c0f7dfd5f4
commit 530c70cc82
Signed by: youwen5
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2 changed files with 11 additions and 6 deletions

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@ -22,13 +22,16 @@ allow Pandoc to render them to the web.
First, some brief exposition on random variables. Quixotically, a random
variable is actually a function.
Standard notation, $\Omega$ is sample space, $\omega$ is an event.
Standard notation: $\Omega$ is a sample space, $\omega \in \Omega$ is an
event.
*Definition. *
A **random variable** $X$ is a function
$X:\Omega \rightarrow {\mathbb{R}}$ that gives the probability of an
event $\omega \in \Omega$.
$X:\Omega \rightarrow {\mathbb{R}}$ that takes the set of possible
outcomes in a sample space, and maps it to a [measurable
space](https://en.wikipedia.org/wiki/Measurable_space), typically (as in
our case) a subset of $\mathbb{R}$.
*Definition. *

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@ -29,11 +29,13 @@ render them.
First, some brief exposition on random variables. Quixotically, a random
variable is actually a function.
Standard notation, $Omega$ is sample space, $omega$ is an event.
Standard notation: $Omega$ is a sample space, $omega in Omega$ is an event.
#definition[
A *random variable* $X$ is a function $X : Omega -> RR$ that gives the
probability of an event $omega in Omega$.
A *random variable* $X$ is a function $X : Omega -> RR$ that takes the set of
possible outcomes in a sample space, and maps it to a
#link("https://en.wikipedia.org/wiki/Measurable_space")[measurable space],
typically (as in our case) a subset of $RR$.
]
#definition[