Transforming random variables


SUBMITTED BY: L319A

DATE: Sept. 27, 2016, 7:07 p.m.

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  1. Transforming random variables
  2. Suppose we have a continuous random variable X and wish to consider the transformed
  3. random variable Y = g ( X ) for some function g : R → R, s.t. g is continuous and strictly
  4. monotonic (so g − 1 exists).

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