ABSTRACT

Since section 1.5 of Chapter 1, the random variables considered have been limited to those taking at most a finite number of possible values. This chapter deals with random variables taking at most countably many values; the next chapter deals with the continuous case, in which random variables take uncountably many values. However, since the material of sections 1.1 to 1.4 was developed without reference to the limitation imposed in section 1.5, those results still apply.