random variable

     

A ranom variable is a rigorously defined mathematical entity used mainly to describe chance and probability in a mathematical way. The structure of random variables was developed and formalized to simplify the analysis of games of chance, stochastic events, and the results of scientific experiments by retaining only the mathematical properties necessary to answer probabilistic questions. Further formalizations have firmly grounded the entity in the theoretical domains of mathematics by making use of measure theory.

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