ABSTRACT

We begin Chapter 2 by consolidating many of the ideas that you encountered in Chapter 1, and applying them in the context of discrete random variables. Here are the two main concepts.

Definition 1. A discrete random variable X is a function taking the sample space of a random phenomenon to a discrete (i.e., finite or countable) set E called its state space. For each outcome Ω , the point x X Ω is called a state of the random variable.