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| | RandomVariables - PineWiki |
 | | Indicator variables: The indicator variable for an event A is a variable X that is 1 if A occurs and 0 if it doesn't (i.e., X(w) = 1 if w∈A and 0 otherwise). |
 | | For multiple variables, a joint distribution gives the probability that each variable takes on a particular value; for example, if X and Y are two independent uniform samples from the range [0,1], their distribution function F(x,y) = Pr[X ≤ x /\ Y ≤ y] = xy (when 0 ≤ x,y ≤ 1). |
 | | Expectation tells you the average value of a random variable but it doesn't tell you how far from the average the random variable typically gets: the random variable X = 0 and Y = +-1,000,000,000,000 with equal probability both have expectation 0, though their distributions are very different. |
| pine.cs.yale.edu /pinewiki/RandomVariables (2266 words) |
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