# Induced probability measures

What is an induced probability measure? I have seen the formal definition many times i am trying to get a grasp of this concept.

Does an induced measure mean that we can view the measure associated with a random variable as some co-ordinate function defined on R?

Is it the cdf?

I need to grasp this concept but can't seem to make sense of it.

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 en.wikipedia.org/wiki/Law_of_the_unconscious_statistician – uncookedfalcon May 26 '12 at 14:47