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Random variables

Definition
A random variable XX in the school formulation is a numerical function on the sample space Ω\Omega of one trial: to each outcome ω\omega a number X(ω)X(\omega) is assigned. A discrete random variable takes a countable set of isolated values (often a finite set x1,,xkx_1,\ldots,x_k). A continuous one (in idealized models) may take values on a whole interval — for example, time until the first event or the coordinate of a point chosen at random.
“Random” in the name — because of the random outcome ω\omega of the experiment, while XX simply encodes it as a number
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