Any function is not a Random Variable

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Discussion Overview

The discussion revolves around identifying functions that are not classified as random variables within the context of set theory, probability measures, and related mathematical concepts. Participants explore the characteristics that differentiate ordinary functions from random variables.

Discussion Character

  • Exploratory
  • Technical explanation
  • Conceptual clarification
  • Debate/contested

Main Points Raised

  • One participant notes that ordinary functions, such as polynomials, are not random variables unless the terms themselves are random variables.
  • Another participant suggests that jump discontinuous functions may not qualify as random variables.
  • A different viewpoint emphasizes that while functions are not random variables, a random variable can define a function, such as its distribution or density.
  • One participant reiterates the need for examples of functions that are not random variables, emphasizing the context of their class on set theory and probability measures.
  • It is mentioned that a random variable is a measurable function on a measure space of total measure 1, and that most functions, including continuous functions, are Lebesgue measurable, making it challenging to find non-measurable functions.

Areas of Agreement / Disagreement

Participants express differing views on the nature of functions and their classification as random variables, indicating that multiple competing perspectives remain without a clear consensus.

Contextual Notes

Participants reference specific mathematical concepts such as sigma algebras, Lebesgue measurable sets, and the definitions of random variables, which may introduce limitations based on the assumptions and definitions used in their arguments.

zli034
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There are plenty example of functions are random variables from my class note. I only interested of thinking up functions are not random variables.

If you know functions are not random variables please please reply this post.

This class is about set theory, probability measure, Borel sets, sigma algebra, and limsup, liminf of sets.
 
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Your question is confusing. Ordinary functions, such as polynomials, are not random variables, unless the terms themselves are.
 
I guess the jump discontinuous functions are not random variables.
 
As mathman indicated, functions are not random variables. If you have a random variable you can define a "function of a random variable". It you have a random variable, then the random variable has an associated function called its "distribution" and it may have an associated function that is it's "density". Talking about a "function" not being a "random variable" is like talking about a "number" not being a "plane". They are completely different concepts.

Perhaps you are tyring to ask if there are any types of functions that are not distributions or densities for a random variable?
 
zli034 said:
There are plenty example of functions are random variables from my class note. I only interested of thinking up functions are not random variables.

If you know functions are not random variables please please reply this post.

This class is about set theory, probability measure, Borel sets, sigma algebra, and limsup, liminf of sets.

A random variable is just a measurable function on a measure space of total measure 1.

if the sigma algebra is the Lebesque measurable sets then any continuous function is measurable. E.g. any polynomial. But pretty much any function you can think of is Lebesque measurable. Non-measurable functions are difficult to come by.
 

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