Probability theory and stochastic processes Foundations: probability spaces and events Concept
Random variable
Summary
A random variable is a quantity whose value depends on the outcome of a random experiment. Formally it is a measurable function on the sample space of a probability space. The node random variable gives the precise definition.
Where this leads
28 pages build on this one.
- Random matrix
- Rubin causal model
- Paley–Zygmund inequality
- Inverse transform sampling
- Heteroscedasticity
- Markov random field
- Point process
- Censoring
- Marcinkiewicz–Zygmund inequality
- Khintchine inequality
- Random walk on a group
- Kolmogorov's inequality
- Stochastic difference equation
- Lindeberg's condition
- Stochastic geometry
- Graphical model
- Cumulant
- Fréchet mean
- Survival function
- Sub-Gaussian distribution
- Stochastic ordering
- Contingency table
- Coupling
- Kolmogorov's three-series theorem
- Stable distribution
- Monte Carlo method
- Stopping time
- Exchangeable random variables
Further reading
- Web https://en.wikipedia.org/wiki/Random_variable, lead section
About this page
| Tag | 0PNRKMRC55 |
|---|---|
| URI | m2://0PNRKMRC55 |
| Aliases | random-quantity, stochastic-variable |
| Kind | concept |
| Writing | W1 stated |
| MSC | 60A05 |
| Same as |
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What this page needs for W2
- edge instance_of in: at least two examples (0 of 2)
- edge not_instance_of in: at least one non-example (0 of 1)
The writing levels say how complete the text of a page is. They do not measure its truth.
What links here
Special cases
Definitions
Used by
- Random matrix
- Rubin causal model
- Paley–Zygmund inequality
- Inverse transform sampling
- Heteroscedasticity
- Markov random field
- Point process
- Censoring
- Marcinkiewicz–Zygmund inequality
- Khintchine inequality
- Random walk on a group
- Kolmogorov's inequality
- Stochastic difference equation
- Lindeberg's condition
- Stochastic geometry
- Graphical model
- Cumulant
- Fréchet mean
- Survival function
- Sub-Gaussian distribution
- Stochastic ordering
- Contingency table
- Coupling
- Kolmogorov's three-series theorem
- Stable distribution
- Monte Carlo method
- Stopping time
- Exchangeable random variables