As an application of probability, there are two more concepts namely random variables and probability distributions.

**Random
Variables and Mathematical Expectation**

**Introduction**

As an application of probability, there are two more concepts namely
random variables and probability distributions. Before seeing the definition of
probability distribution, random variable needs to be explained. It has been a
general notion that if an experiment is repeated under identical conditions,
values of the variable so obtained would be similar. However, there are
situations where these observations vary even though the experiment is repeated
under identical conditions. As the result, the outcomes of the variable are
unpredictable and the experiments become random.

We have already learnt about random experiments and formation of
sample spaces. In a random experiment, we are more interested in, *x* number associated with the outcomes in
the sample space rather than the individual outcomes. These numbers vary with
different outcomes of the experiment. Hence it is a variable. That is, this
value is associated with the outcome of the random experiment. To deal with
such situation we need a special type of variable called random variable.

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11th Statistics : Chapter 9 : Random Variables and Mathematical Expectation : Random Variables and Mathematical Expectation |

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