A random variable $X$ is a function with a finite value so that: $X: (\Omega,\mathscr A,P)→(\mathbb R , \mathscr B',\mu)$
I've seen this line but I don't know how to understand it. Can you please explain this?
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Sycorax
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Alvaro Morales
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Please clarify your specific problem or provide additional details to highlight exactly what you need. As it's currently written, it's hard to tell exactly what you're asking. – Community May 08 '22 at 13:40
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2Yes, this is the definition of a random variable, namely a function from a probability space to $\mathbb{R}$ that is measurable, i.e., $X^{-1}(\mathcal B)\subset\mathcal A$ – Xi'an May 08 '22 at 14:00