Random Variables

STAT206

pmf vs cdf Probability Mass Function Cumulative Distribution Function

Definition

X is a random variable (r.v.) if it is a function that maps each outcome of a random experiment to an element in R. R.v. is a function that maps outcomes of a random experiment to real numbers

Notes on r.v.‘s

1. The experiment is random, the function X is not.
  1. Geometric Interpretation of an r.v.
  2. Discrete vs continuous
  3. Example:
    1. Filp in die 3 times (from course notes)