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Pre 1.2 Deterministic and random variables

Course subject(s) Pre-knowledge Mathematics

Deterministic variable

If the outcome of a variable is fixed, i.e. if a variable will always have the exact same value, we call this a deterministic variable. 


Random or stochastic variable

A random variable is a variable, which may take a range of numerical outcomes as the value is a result of a random phenomenon. Obviously the outcome is not fixed and may differ each time. A discrete random variable can take only a countable number of outcomes; a continuous random variable takes an infinite number of possible values.


An example of a continuous random variable is a measurement of a certain quantity: repeated observations will yield different outcomes. A measurement, also called 'an observable', is a random variable. 


Notation:
\(\underline{y} \) is a random variable (denoted by underlining), \( y \) is an individual outcome or realization of \(\underline{y} \).

Creative Commons License
Observation Theory: Estimating the Unknown by TU Delft OpenCourseWare is licensed under a Creative Commons Attribution-NonCommercial-ShareAlike 4.0 International License.
Based on a work at https://ocw.tudelft.nl/courses/observation-theory-estimating-unknown.
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