ABSTRACT
A random variable X is the outcome of a random experiment under fixed condi tions. A change in these conditions will influence the outcome of the random ex periment, i.e. the probability distribution of X will change. Varying conditions can be taken into account by considering random variables which depend on a determi nistic parameter t. X - X(t). This approach leads to more general random experi ments than die ones considered in chapter 1. Such generalized random experiments are illustrated by two simple examples.
