Function of One Random Variable

Function of One Random Variable - Function of One Random...

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Function of One Random Variable Let X be a continuous RV with density function ( ) X f x . Suppose that there is a differentiable function () Yg X = of the random variable. Suppose that for a given Y there are n unique roots 12 ,, , n XX X such that ( ) 1, , j X j n == . The density function for Y is given by the following expression. 1 n X j Y j j f x fy
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This note was uploaded on 02/16/2011 for the course FE 6083 taught by Professor Neveskyi during the Spring '11 term at NYU Poly.

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