Let X be a random variable on probability space (Ω,P), Suppose X~U({1,2,3}), does this mean the space (Ω,P) is uniform space. I tried to come up with counter example and did not work out but i still think this statement isn't right.
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You are correct that the statement isn't right. Here is a concrete counterexample with a bit of R code to illustrate it.
A standard 6-sided die has 3 pairs: (1,6), (2,5), (3,4) where each number in the pair is on the opposite side of the other. Suppose that such a die is biased so that each pair is equally likely but that in a pair the larger of the two numbers is twice as likely as the smaller. For example, 6 is twice as likely as 1. This is easily seen to imply that the numbers 1,2,3 appear with probability 1/9 and the numbers 4,5,6 appear with probability 2/9.
You can simulate 1000 rolls like this:
Here is a display created by making a barplot of the tabulation of the results:
Confirming the obvious fact that the distribution is not uniform.
We can define X on it as the function which indicates what pair a rolls is in (so that 1,6 are in the first pair, 2,5 in the second, 3,4 in the third):
and then:
leading to:
which confirms the obvious fact that
X
is uniform.