Events determined by a random variable 2026-10-14
Define the head-count random variable byThe four elementary outcomes are inputs to this function; its three numerical values are outputs. Each fiber of a function collects all outcomes giving one value. Under the fair independent model, adding the masses in each fiber gives the probability mass functionConsequently the output values are not equally likely, although the inputs are. Using the reduced sample space with these masses gives the same head-count probability distribution; assigning to each value would describe a different model.
A question about a random variable's value becomes an event on the original sample space by taking an inverse image:For a real-valued random variable, this is an event whenever is a Borel set, by measurability. In this finite example every subset of is allowed. In particular,This is the same “at least one head” event counted above, expressed through an observable.[ref]
Random: Probability, Mathematical Statistics, Stochastic Processes by Kyle Siegrist. Probability Spaces, §2 Events and Random Variables, Random Variables: measurable functions and the inverse-image notation for value events
Head count merges outcomes into fibers and adds their probabilities
. The random variable sends to zero, both and to one, and to two. The inverse image of is the highlighted event of at least one head. Two arrows meeting at one explain its probability . Details.Every event determined by is a union of complete fibers. There are such events, whereas the full power set of has . In particular, the first-head event is not determined by : it contains but excludes , although both give . Choosing an observable makes calculations simpler precisely by forgetting distinctions; the useful choice is one that retains the distinctions the question needs.
