RandomVariable
RandomVariable represents a finite-valued random variable on a FiniteProbabilitySpace.
\[X:\Omega\to\mathbb R.\]
Constructor
RandomVariable(space, values, name=None)
Parameters
| Parameter | Description |
|---|---|
space |
Underlying finite probability space. |
values |
Outcome-to-value mapping. |
name |
Optional display name. |
Properties
| Property | Meaning |
|---|---|
space |
Underlying probability space. |
values |
Outcome-to-value mapping. |
name |
Optional display name. |
support |
Distinct values taken by the variable. |
Methods
array()— return values in probability-space outcome order.expectation()— compute \(\mathbb E[X]\).expected_value()— canonical alias forexpectation().transform(function, name=None)— construct the pointwise transformation \(g(X)\).apply(function, name=None)— canonical pointwise application API.
Arithmetic operations +, -, *, unary -, and their supported reflected forms return another public RandomVariable on the same probability space.
Example
space = ...
X = space.random_variable({"H": 1.0, "T": 0.0}, name="X")
Y = X.transform(lambda x: x + 1.0, name="Y")
print(X.expected_value())
print(Y.support)