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Chapter 4: Random Variable

Chapter 4:  Random Variable Definition: A function whose domain is the set of possible outcomes, and whose range is a subset of the set of reals. Such a function is called a random variable. A real number X connected with the outcome of a random experiment E. For example, if E consisits of two tosses the random variable which is the number of heads (0, 1 or 2). Outcome:   HH             HT           TH           TT Value of X     2         1        1       0 Ø      Let S be the sample space associate with a given random experiment. A real- valued function defined on S and taking values in R   is called ...