概率論与数理统计(英文)第三章.docVIP

3. Random Variables 3.1 Definition of Random Variables In engineering or scientific problems, we are not only interested in the probability of events, but also interested in some variables depending on sample points. （定义在样本点上的变量） For example, we maybe interested in the life of bulbs produced by a certain company, or the weight of cows in a certain farm, etc. These ideas lead to the definition of random variables. 1. random variable definition Definition 3.1.1 A random variable is a real valued function defined on a sample space; i.e. it assigns a real number to each sample po