One of the basic concepts in probability theory. The role of random variables and their expectations was clearly pointed out by P.L. Chebyshev (1867; see [C]). The realization that the concept of a random variable is a special case of the general concept of a measurable function came much later.

Who is the founder of probability?

"A gambler's dispute in 1654 led to the creation of a mathematical theory of probability by two famous French mathematicians, Blaise Pascal and Pierre de Fermat.

What makes random variables?

A random variable is a variable whose value is unknown or a function that assigns values to each of an experiment's outcomes. A random variable can be either discrete (having specific values) or continuous (any value in a continuous range).