Measurable random variable
Definition taught in Random variables and laws, part of Stochastic processes
Measurable random variable
| Type | Definition |
| Taught in | Random variables and laws |
| Part | Stochastic processes |
A map X:\Omega\to\mathbb{R} is a random variable when \{\omega: X(\omega)\le x\}\in\mathcal{F} for every x\in\mathbb{R}. Its cumulative distribution function is F_X(x)=\mathrm{P}(X\le x).
Used in
- Taught in Random variables and laws, where the derivation and examples are.
- All 3 questions on Random variables and laws