Skip to main content
Hemanta K. Baruah's user avatar
Hemanta K. Baruah's user avatar
Hemanta K. Baruah's user avatar
Hemanta K. Baruah
Unregistered
  • Member for 7 years, 10 months
  • Last seen more than 7 years ago
awarded
comment
Why do probabilists take random variables to be Borel (and not Lebesgue) measurable?
I would like to add a comment. 'The notion of probability does not enter into the definition of a random variable.' (Ref.: Page 43, V. K. Rohatgi and A. K. Md. E. Saleh, An Introduction to Probability and Statistics, Wiley Series in Probability and Statistics, John Wiley & Sons (Asia) Pte. Ltd. Singapore, 2001.) Indeed, measure theoretically, anything probabilistic is necessarily random, but not everything random are probabilistic.