Random Variables

We define a random variable $X:S\to \mathbb{R}$ as a real-valued function, which maps from a sample space $S$ to real numbers $\mathbb{R}$. We can use random variables to derive meaning from probability functions!

In these notes, we discuss random variables, how to use them, and commonly known distributions. Random variable notes are given below.

• Random Variables (Univariate)
• Random Variables (Multivariate)
• Moment Generating Functions
• Approximations on Random Variables