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Everything about Random variable
Variable representing a random phenomenon
A random variable is a mathematical formalization of a quantity or object which depends on random events. The term 'random variable' in its mathematical definition refers to neither randomness nor variability but instead is a mathematical function in whichthe domain is the set of possible outcomes in a sample space (e.g. the set ; and the range is a measurable space. Typically, the range of a random variable is a subset of the real numbers. Wikipedia →
🧭 Start here: a 6-step reading path
- Read the overview: Random variableA 5-minute orientation
- Skim a recent paper: Applications of random forest in multivariable response surface for short-term load forecastingInfluential work since 2022
- Pick up a classic book: Fooled by randomnessThe most-reprinted book on the subject
- Read the landmark paper: On a Test of Whether one of Two Random Variables is Stochastically Larger than the OtherCited 12,062 times
- Go sideways: Probability distributionA closely related topic
- Go sideways: Degenerate distributionA closely related topic
📖 Definitions
Noun A quantity whose value is random and to which a probability distribution is assigned, such as the possible outcome of a roll of a dice.
Noun A measurable function from a sample space to the measurable space of possible values of the variable.
🏆 Landmark papers (most cited)
On a Test of Whether one of Two Random Variables is Stochastically Larger than the Other
Probability Inequalities for Sums of Bounded Random Variables
X. On the criterion that a given system of deviations from the probable in the case of a correlated system of variables is such that it can be reasonably supposed to have arisen from random sampling
Bias in random forest variable importance measures: Illustrations, sources and a solution
Conditional variable importance for random forests
🆕 Influential since 2022
Applications of random forest in multivariable response surface for short-term load forecasting
Variable ranking and selection with random forest for unbalanced data
Hierarchical variable clustering based on the predictive strength between random vectors
Hierarchical variable clustering via copula-based divergence measures between random vectors
Varentropy of doubly truncated random variable
📚 Books worth reading
Fooled by randomnessNassim Nicholas Taleb · 2001
The Drunkard's WalkLeonard Mlodinow · 2008
Random measuresOlav Kallenberg · 1975
Random Signal ProcessingShaila Dinkar Apte · 2017- 📕SimulationSheldon M. Ross · 2002
Probability, random variables, and random signal principlesPeyton Z. Peebles · 1980
Probability and random variablesG. P. Beaumont · 1986- 📕What Makes Variables RandomPeter J. Veazie · 2017
Ranked by number of editions on Open Library, a rough measure of how lasting a book is.
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