Random Variables and Probability Distributions

Steve Brunton January 29, 2025
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Steve Brunton

@eigensteve

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This video introduces the notion of a random variable "X". Random variables are similar to standard variables in calculus, except they have a probability that follows a distribution, like a Gaussian. Random variables are a key abstraction that will allow us to bring powerful tools from calculus and analysis to probability and statistics. This video was produced at the University of Washington, and we acknowledge funding support from the Boeing Company %%% CHAPTERS %%% 00:00 Intro 00:48 Example: # of Coin Flips 05:40 Plotting Random Variables 08:16 Formal Definition 10:00 Distributions of Random Variables 14:04 Why Random Variables 20:59 Outro

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