Transformations of Discrete RVs

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SUMMARY

The discussion revolves around the transformation of discrete random variables, specifically focusing on the joint probability density function (pdf) defined as f(x,y) = (x-y)²/7 for x = 1, 2 and y = 1, 2, 3. The user, dogma, seeks guidance on how to create a table summarizing the joint pdf of transformed variables U = X + Y and V = X - Y. The resulting ranges for U and V are identified as u = 2, 3, 4, 5 and v = -2, -1, 0, 1. Ultimately, the user successfully resolves the query independently.

PREREQUISITES
  • Understanding of joint probability density functions (pdf)
  • Familiarity with transformations of random variables
  • Basic knowledge of discrete random variables
  • Ability to create and interpret probability tables
NEXT STEPS
  • Study the method for transforming joint pdfs of discrete random variables
  • Learn about the convolution of discrete random variables
  • Explore the properties of joint distributions and their transformations
  • Investigate examples of joint pdfs in statistical textbooks or online resources
USEFUL FOR

Statisticians, data analysts, and students studying probability theory who are interested in understanding the transformations of discrete random variables and their joint distributions.

dogma
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Hello out there,

I have a question about the transformation of discrete random variables.

I have a joint pdf given by:

[tex]f(x,y)=\frac{(x-y)^2}{7}[/tex] where x = 1, 2 and y = 1, 2, 3

I can easily create a table summarizing the joint pdf of RVs X and Y, f(x,y). I now have a transformation of U = X + Y and V = X - Y.

I'm not quite sure how to go about creating a table to summarize the joint pdf of U and V.

To my feeble mind, it appears that u = 2, 3, 4, 5 and v = -2, -1, 0, 1 (with some numbers for u and v repeated).

How would I go about using u and v and the probabilities from the f(x,y) table to create (transform) the joint pdf, f(u,v)?

I would greatly appreciate someone pointing me in the right direction (i.e. a good, swift kick in the rear). I apologize in advance if some of my terminology is incorrect.

Thanks a bunch,

dogma
 
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