Hello, I'm taking an advanced course in statistics that incorporates calculus. It's been a while, and I don't recognize this type of notation. I understand that g(X ) is a a function of a random variable, however I don't understand that what the large what the curly bracket denotes, and the book does not explain. Is this style of notation something that's covered in calculus, and if so, where can I read up on this?

Probability Theory Examples of functions of a random variable include g(X) = X2 and 8 (X ) = 1 : X > 0 0 : otherwise