Functions and Random Variables Functions Suppose that S and T are sets .
T is the range space of f .
Composition Suppose that g is a function from R into S and f a function from S into T . Suppose that h is a function from R into S , g a function from S into T , and f a function from T into U . Random Variables Suppose that we have a random experiment with sample space S . Probability has its own notation, very different from other branches of mathematics. As a case in point, random variables are usually denoted by capital letters near the end of the alphabet.