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 experiments include construting sigma algebra, inverse image of a function and identifying valid random variables.

• Constructing a Sigma Algebra
• Finding the inverse image of a Function
• Finding valid RV.