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![Random Variables. A random variable X is a real valued function defined on the sample space, X : S R. The set { s S : X ( s ) [ a, b ] is an event}.](https://static.fdocuments.us/doc/165x107/56649ed45503460f94be5533/random-variables-a-random-variable-x-is-a-real-valued-function-defined-on.jpg)
