Random variable

Random variable X represents a single-valued result of a random event. Its value is unknown to us, not because of our ignorance, but because of its non-existence. The value exists only after the happening of that random event.

Symbol x represents a particular value of X. It is an existing value that can be substituted to X. We use symbol x instead of a number because we have not yet known what that particular number is.

— Me@2016-04-08 05:24:45 PM


X ~ random variable

It is a variable due to the fact that the “identical” random process can result differently at different times.


x ~ a value of X

Since it is a particular value of X, it is not a variable. However, it may seem to be a variable because it may still be unknown to us.


Symbol P(X) is meaningless because inside, it must be a statement (representing an event). Symbol X is a random variable, not a statement.

Instead, “X=x” is a statement. So expression P(X=x) is meaningful, such as

P(X=x) = {\begin{cases}{\frac {1}{2}},&x=0,\\{\frac {1}{2}},&x=1,\\0,&x\notin \{0,1\} \end{cases}}


From another point of view, X is a noun phrase, such as “my monthly salary”, not a number. Symbol x is a number, although maybe not known yet. That’s why whatever the formula, it contains no X‘s, but x‘s. For example,

\cdots = {\begin{cases}{\frac {1}{2}},&x=0,\\{\frac {1}{2}},&x=1,\\0,&x\notin \{0,1\} \end{cases}}

— Me@2016-05-04 06:32:24 PM



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