Difference between revisions of "Random variable"
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A '''random variable''' is a [[function]] that assigns a unique numerical value to every possible event having an outcome dependent on chance. The random variable will typically be different for each new event, such as a new toss of a coin. | A '''random variable''' is a [[function]] that assigns a unique numerical value to every possible event having an outcome dependent on chance. The random variable will typically be different for each new event, such as a new toss of a coin. | ||
| − | There are discrete and continuous random variables. An example of a discrete random variable is the | + | There are discrete and continuous random variables. An example of a discrete random variable is the number of heads observed in the ten tosses of a coin. This random variable can only have the values 0, 1, 2, ... or 10. An example of a continuous random variable is the mileage on your car until it breaks down. It can have any positive value. |
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| + | The terminology "random variable" has been criticized as being neither "random" nor "variable". A random variable really consists of a sampling from a certain probability distribution. It is not purely "random" because it is limited by the predefined probability distribution (e.g., "heads" or "tails" in the case of a coin toss, with a likelihood of each determined by the likelihood of each side appearing); it is not a "variable" because it is a sample value from that distribution. | ||
== Sources == | == Sources == | ||
Revision as of 02:17, August 31, 2009
A random variable is a function that assigns a unique numerical value to every possible event having an outcome dependent on chance. The random variable will typically be different for each new event, such as a new toss of a coin.
There are discrete and continuous random variables. An example of a discrete random variable is the number of heads observed in the ten tosses of a coin. This random variable can only have the values 0, 1, 2, ... or 10. An example of a continuous random variable is the mileage on your car until it breaks down. It can have any positive value.
The terminology "random variable" has been criticized as being neither "random" nor "variable". A random variable really consists of a sampling from a certain probability distribution. It is not purely "random" because it is limited by the predefined probability distribution (e.g., "heads" or "tails" in the case of a coin toss, with a likelihood of each determined by the likelihood of each side appearing); it is not a "variable" because it is a sample value from that distribution.