Random Variable
Overview
A random variable is a real valued function on a
probability space.
Measurability
One of the key requirements of a random variable is the ability to
integrate
the variable over sets in the probability space.
Formally, the ability to integrate a function is known as
measurability.
The ability to integrate a random variable means that we can compute things such as the
average or standard deviation of the variable.
(see
moments of a random vairable)
Topics
Comparison of Density and Cumulative
The following plots out the probability density and cumulative probability function for
the
normal distribution.
