Random variable

Definition (review)

A random variable is a measurable function (where $\mathbb C$ is given with the Borel sigma-algebra generated by the Euclidean topology):

$$ f: \Omega \mapsto \mathbb C $$

such that

$$ f^{-1}(A)\in \Sigma $$

for every open set $A=\{z\in \mathbb C: a $$ sup_{\Omega} \{f(\omega)\}< \infty. $$

$\blacksquare$

A random variable which only takes the values 0 or 1 encodes the same data as an event (more precisely, it is the indicator function $\chi_E$ of a unique event, which takes the value .

________________________________________

________________________________________

________________________________________

Author of the notes: Antonio J. Pan-Collantes

antonio.pan@uca.es


INDEX: