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Random Variables, Elements, and Measurable Maps

  • Sidney I. Resnick
Chapter

Abstract

In this chapter, we will precisely define a random variable. A random variable is a real valued function with domain Ω which has an extra property called measurability that allows us to make probability statements about the random variables.

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Copyright information

© Springer Science+Business Media New York 2005

Authors and Affiliations

  • Sidney I. Resnick
    • 1
  1. 1.School of Operations Research and Industrial EngineeringIthacaUSA

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