Random Variables and Functions of Random Variables

Philipp G. Kornreich · 2018

In some cases the labels of the events, and in some other cases the events themselves, are random variables. Random variables can be discrete or continuous. A random variable is a continuous or discrete variable when each of its values corresponds to a probability or probability density. For example, the numbers of coins landing on their heads or tails in the coin-tossing experiment are random variables. In the example where there is a probability of an arrow hitting a target at a radial distance from its center, the radial distance is a random variable. The continuous distribution functions of two random variables can be deduced by extending the concept of a discrete distribution function of two random variables to the continuous case. Phase space is the space formed by the position vector components and momentum vector components of a physical system.

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