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Do not confuse a random variable with its distribution


This textbook presents a simulation-based approach to probability, using the Symbulate package.

But remember, such statements do not necessarily convey any information about the underlying sample space outcomes or random variable (function) being measured. Show/hide solution First of all, Donny’s statements wouldn’t even make sense unless the random variables were all defined on the same probability space. Understanding the fundamental difference between a random variable and its distribution will help you avoid many common mistakes, especially in problems involving a lot of calculus or mathematical symbols.

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