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11 | TRANSFORMING DENSITY FUNCTIONS

11 | TRANSFORMING DENSITY FUNCTIONS

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By de nition: P(a 6 X < b) = Z b a f(x)dx (11:2) Any function of a random variable is itself a random variable and, if y is taken as some transformation function, y(X) will be a derived random variable. Let Y = y(X). Notice that if X = a the derived random variable Y = y(a) and if X = b, Y = y(b).

  Functions, Density, Transforming, 11 transforming density functions

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