They are not distinguished by font: there is an an upper-case "X" (to mean a random variable) and a lower-case "x" to mean a sample from that radom variable. T

They are not distinguished by font: there is an an upper-case "X" (to mean a random variable) and a lower-case "x" to mean a sample from that radom variable. This is a very reasonable and useful case convention. Finally there is the Greek letter Chi to mean the set over which that self-same RV varies. Chi seems deliberately chosen because it resembles "X". That might not be a good idea, but there is a defensible argument for it: The domain Chi is a piece of mathematical machinery that is logically needed, but is not very important to the main disucssion. He wants to note it down, but also let it fade into the background. It's precesly because you want to pay too much attention to it that you are getting upset. (I'm more worried that he seems to elide the distinction between the domain of an RV and the underlying sample-space. But then, sample-spaces are also mathematical machinery that aren't needed once the rubber hits the road.)