B1 - introduction
random variable (RV)
- a real-valued function of the outcome of an experiment involving randomness
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they are represented with capital letters
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eg: consider rolling two dice, so a random variable
represents the sum of the two rolls, and it has many instances from 2 to 12, occurring with different probabilities -
another RV
can represent the sum of the squares of the two rolls, and RV the value of the first roll
discrete and continuous random variables
- a discrete RV can take on at most a countably infinite number of possible values
- a continuous RV can take an uncountable set of possible values
- the 'outcome of the experiment' is just an event, so all the theorems apply