From the course: Machine Learning Foundations: Probability

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Random variables

Random variables

- As a mathematician, I love math jokes. There is one that is particularly dear to my heart, although it's very old. Here it is. Dear Algebra, stop asking us to find your X. She's never coming back, and don't ask Y. In algebra, you're surrounded by variables. A variable is unknown. For example, if you're trying to solve this linear equation, two X plus five equals 17, you define an X and that's your variable. A random variable in probability is something different. It is composed of all possible outcomes in the sample space. We can define it as a random variable is a variable that takes on values from its sample space with a certain probability. Let's imagine we are flipping a coin. A random variable will cover all possible outcomes. So in our case, just heads and tails. Another example would be drawing a card from a deck of 52 cards. All the possible cards from the deck will be a random variable. We denote a random…

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