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11 | TRANSFORMING DENSITY FUNCTIONS

11 | TRANSFORMING DENSITY FUNCTIONS

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The function 2xcosx2 could be used in the speci cation of a probability density function: f(x) = (2xcosx2; if 0 6 x < p ˇ 2 0; otherwise By inspection, f(x) is single valued and non-negative and, given the analysis on page 11.1, the integral from 1 to +1 is one. The constraints on the speci cation of a probability density function result in ...

  Functions, Density, Transforming, Density functions, 11 transforming density functions

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