ISBN: | 978-5-5121-5540-0 |
High Quality Content by WIKIPEDIA articles! In probability and statistics, a random variable or stochastic variable is, roughly speaking, a variable whose value results from a measurement on some type of random process. Formally, it is a function from a probability space, typically to the real numbers, which is measurable. (For finite probability spaces, the measurable requirement is superfluous.) Intuitively, a random variable is a numerical description of the outcome of an experiment (e.g., the possible results of rolling two dice: (1, 1), (1, 2), etc.) Random variables can be classified as either discrete (a random variable that may assume either a finite number of values or an infinite sequence of values) or as continuous (a variable that may assume any numerical value in an interval or collection of intervals). A random variable`s possible values might represent the possible outcomes of a yet-to-be-performed experiment, or the potential values of a quantity whose already-existing value is uncertain (e.g., as a result of incomplete information or imprecise measurements). Intuitively, a random variable can be thought of as a quantity whose value is not fixed, but which can take on different values; a probability distribution is used to describe the probabilities of different values occurring. Realizations of a random variable are called random variates.