Math 2.0

Probability theory and stochastic processes Foundations: probability spaces and events Concept

Law of a random variable

Summary

The law of a random variable XX is the probability distribution of its values: it gives each set BB of values the probability P(X∈B)P(X \in B). The node law of a random variable gives the precise definition.

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Further reading

  1. Web https://en.wikipedia.org/wiki/Probability_distribution, General probability definition
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Tag01EQPZ6RYZ
URIm2://01EQPZ6RYZ
Aliasesdistribution-of-a-random-variable, pushforward-distribution
Kindconcept
WritingW0 stub
MSC60E05

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