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Context

I'm trying to wrap my head around the measure-theoretic definition of a random variable. I put forward this example in the hopes that someone can verify that my understanding is correct, or else indicate how it is incorrect.

I have done a non-exhaustive search on this site. I have found 1 helpful, but it still does not give me full comprehension.

Problem

In the figure below, I offer a circular wheel with uniform density. The experiment is to spin the wheel and record what color is aligned with the rightmost vertice of the black triangle.

An experiment consists of spinning the wheel and seeing what color aligns with the triangle

By $\Omega$, I denote the sample space, which I enumerate with three outcomes as $$\Omega = \left\{\text{red}, \text{blue}, \text{green} \right\}.$$

By $\mathcal{F}$, I denote the $\sigma$-algebra, which I enumerate with $2^3$ events as $$\mathcal{F} = \left\{\varnothing, \left\{\text{red}\right\}, \left\{\text{blue}\right\}, \left\{\text{green}\right\}, \left\{\text{red}, \text{green}\right\}, \left\{\text{red}, \text{blue}\right\}, \left\{\text{green}, \text{blue}\right\}, \left\{\text{red}, \text{green}, \text{blue}\right\} \right\}.$$

By $P$, I denote the probability measure, which I enumerate \begin{align} P(\varnothing) &= 0, \\ P(\left\{\text{red}\right\}) &= 1/6, \\ P(\left\{\text{blue}\right\}) &= 3/6, \\ P(\left\{\text{green}\right\}) &= 2/6, \\ P(\left\{\text{red}, \text{blue}\right\}) &= 4/6, \\ P(\left\{\text{red}, \text{green}\right\}) &= 3/6, \\ P(\left\{\text{green}, \text{blue}\right\}) &= 5/6,~\text{and} \\ P(\left\{\text{red}, \text{green}, \text{blue}\right\} ) &= 6/6. \end{align}

By the triplet $(\Omega ,{\mathcal {F}},P)$, I denote the probability space.

By $E$, I denote the set $\left\{1,2,3\right\}.$

By $\mathcal{E}$, I denote a $\sigma$-algebra that I give as $$\mathcal{E} = \left\{\varnothing,\{1\},\{2,3\},\{2\},\{1,3\},\{3\},\{1,2\}, \{1,2,3\}\right\}.$$

By the tuple $(E ,{\mathcal {E}})$, I denote the measurable space.

By the measurable function $ X\colon \Omega \to E$, I denote an $(E,{\mathcal {E}})$-valued random variable that I define as \begin{align} X(\omega) = \begin{cases} 1,&~\text{if}~\omega = \text{red}; \\ 2,&~\text{if}~\omega = \text{blue};~\text{or} \\ 3,&~\text{if}~\omega = \text{green}. \end{cases} \end{align}

For every subset $B\in {\mathcal {E}}$, I denote its preimage as $X^{-1}(B)$, where $X^{-1}(B)=\{\omega :X(\omega )\in B\} $.

I want to check that for every subset in $\mathcal {E} $, its preimage $X^{-1}(B)$ is in $\mathcal {F}$.

\begin{align} X^{-1}(\varnothing) &= \{\omega : X(\omega)\in \varnothing\} = \varnothing \\ X^{-1}(\{1\}) &= \{\omega : X(\omega)\in \{1\}\} = \{\text{red} \} \\ X^{-1}(\{2\}) &= \{\omega : X(\omega)\in \{2\}\} = \{\text{blue} \} \\ X^{-1}(\{3\}) &= \{\omega : X(\omega)\in \{3\}\} = \{\text{green} \} \\ X^{-1}(\{1,2\}) &= \{\omega : X(\omega)\in \{1,2\}\} = \{\text{red},\text{blue}\} \\ X^{-1}(\{1,3\}) &= \{\omega : X(\omega)\in \{1,3\}\} = \{\text{red},\text{green} \} \\ X^{-1}(\{2,3\}) &= \{\omega : X(\omega)\in \{2,3\}\} = \{\text{blue},\text{green} \} \\ X^{-1}(\{1,2,3\}) &= \{\omega : X(\omega)\in \{1,2,3\}\} = \{\text{red},\text{blue},\text{green} \} \end{align}

Biibliography

1 Intuitively, how should I think of Measurable Functions?

Michael Levy
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    Using $\emptyset$ to denote a wheel stop between two colors is a bad choice of notation. If you want to include this outcome in $\Omega$, then $\mathcal{F}$ would contain $2^4$ elements. – Leander Tilsted Kristensen May 18 '20 at 16:49
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    You are concerned about definition of random variable but unfortunately I cannot find any random variable in your question. Are you thinking of a function $\Omega\to E$ that e.g. sends "red" to $1$, "blue" to $2$ and "green" to $3$ maybe? The probability space that you created looks okay to me. – drhab May 18 '20 at 17:47
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    $X^{-1}({1})={\text{red}}$ (not $\cdots=\text{red}$). Same story for $X^{-1}({2})$ and $X^{-1}({3})$. Further things are okay I think. – drhab May 18 '20 at 18:20
  • @drhab. noted and modified – Michael Levy May 18 '20 at 18:22

1 Answers1

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I'm pretty sure that my example is verified as correct. Since I could not find a lucid example on-line, I am leaving this question up for pedagogical purposes.

Michael Levy
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