Statistics 203: Introduction to Regression and Analysis of ...
Random Variables and Measurable Functions. 3.1 Measurability Definition 42 (Measurable function) Let f be a function from a measurable space (Ω,F) into the real numbers. We say that the function is measurable if for each Borel set B ∈B ,theset{ω;f(ω) ∈B} ∈F. Definition 43 ( random variable) A random variable X is a measurable func- ................
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