diff --git a/realization.md b/realization.md new file mode 100644 index 0000000..da8ee24 --- /dev/null +++ b/realization.md @@ -0,0 +1,23 @@ +--- +title: Realization +tags: [] +--- +# Realization + +> In [[probability]] and [[statistics]], +> a **realization** or **observation** +> (also called **observed value**) +> of a random variable or random element +> is the value that is actually observed or measured.[^1] + +[^1]: [Realization (probability) - Wikipedia](https://en.wikipedia.org/wiki/Realization_\(probability\)) + +> In probability theory, +> a random variable is a function $X$ +> defined from a sample space $\Omega$ to the state space. + +> If an element in $\Omega$ is mapped to an element in state space by $X$, +> then that element in state space is a realization. +> That is, at a point $\omega \in \Omega$, +> the value $x = X(\omega)$ +> is called a realization of $X$