(probability theory:)
Probability speak for a measurable function on a probability space (i.e. a measure space of total measure 1).

Random variables are the formalisation of the concept of the result of an experiment. You have a system with a random element (your probability space); you perform a measurement. The result is a deterministic function of the state of your system, but your system itself is random. So the result is a random variable.


  1. The number of heads in a sequence of 163 coin tosses.
  2. The average value of the results from rolling 17 dice (you'd expect this to be roughly 3.5, but since you're dividing by an odd number you'll never get this number!).