Random variable

[sauravrt]

A random variable (RV) is a function that maps events in our probability space to real space. So it seems to me a random variable is a way to quantify(into real space) the physical events in our probability space? Is my understanding correct?

Saurav

[junglebeast]

Not really..first of all a RV can be either discrete of continuous (real).

Secondly, you can just think of it as a variable that is in a simultaneous superposition of values with associated probabilities.

[EnumaElish]

A random variable is a measurable function that maps a probability space into a measurable state space. See http://mathworld.wolfram.com/RandomVariable.html