Random Variables

Aim of the experiment

The aim of this experiment is to introduce students with the basics of random variables. The experiment would begin with an introduction to set theory, basics of probability, which will be useful for other experiments in this lab as well. We will then introduce the definition of random variables and also introduce various associated parameters such as sample space, event, and probability measure.

The structure of the experiment is as follows:

(1) Preliminaries

• Set theory

• Probability

(2) Random Variables

• Definition of a Random Variable

• PMF of a random variable (Will be covered in depth in the next module as well)