Is a Random Variable a Way to Quantify Probability Events?

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SUMMARY

A random variable (RV) is a measurable function that maps events from a probability space to a measurable state space, effectively quantifying physical events into real space. It can be classified as either discrete or continuous. The concept of a random variable encompasses a simultaneous superposition of values, each associated with specific probabilities. This understanding aligns with established definitions in probability theory.

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sauravrt
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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
 
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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.
 

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