ABSTRACT

Random variables whose domain is a set of numbers are important in a wide range of applications. Most of mathematical probability theory deals the properties of numerical random variables.

Example 9.1. (Example 8.2 revisited.) Say we roll a fair die. The random variable D has domain {1,2,3,4,5,6}. It is uniformly distributed, so P (D = x)= 1/6 for each value x.