Lesson 4

The simplest, yet frequently occurring in applications, random variable is the indicator variable or Bernoulli random variable. By definition, it is simply a variable \(\alpha \colon U \to \{0,1\}\) that takes values \(0\) and \(1\). Such a variable is uniquely defined by the event \(A=\{u \in U \colon \alpha(u)=1\}\). We denote it as \(\chi_{A}\).