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Specifying a model for a random experiment via a complete description of the sample space \(\varOmega \) and probability measure \(\mathbb {P}\) may not always be necessary or convenient. In practice we are only interested in certain numerical measurements pertaining to the experiment. Such random measurements can be included into the model via the notion of a random variable.

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Random Variables and Probability Distributions

  • 章节

  • 发表日期：

    2025年

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  • Joshua C. C. Chan,
  • Dirk P. Kroese

摘要

Specifying a model for a random experiment via a complete description of the sample space \(\varOmega \) and probability measure \(\mathbb {P}\) may not always be necessary or convenient. In practice we are only interested in certain numerical measurements pertaining to the experiment. Such random measurements can be included into the model via the notion of a random variable.