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A random variable or stochastic variable is a value that is subject to chance variation (i.e., randomness in a mathematical sense).

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What the relation between a random variable and a sample (or dataset) in machine learning?

A random variable is a measurable function $\Omega\to X$ where $\Omega$ is the set of possible outcomes and $X$ is a measurable space. Simply put, a random variable gives a value to each outcome where …
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