Function of Function of Random variable

AI Thread Summary
The discussion centers on the concept of a function of a random variable, specifically how the probability density function (pdf) of one random variable can be expressed as a function of another. Participants confirm that this concept exists and is commonly referred to as a function of a random variable. A suggested resource for further understanding is a lecture from the University of Colorado, which provides detailed insights into this topic. The conversation emphasizes the importance of recognizing the relationship between random variables in probability theory. Overall, the function of a random variable is a key concept in understanding statistical relationships.
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Homework Statement



Has anyone heard of function of function of random varibale. That is the pdf of a random variable is a function of another random variable. If yes can some give reference for the same.

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The Attempt at a Solution

 
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Yes there's such a thing. It's just called function of a random variable. A google search yields this:
http://www.colorado.edu/geography/courses/geog_4033_f05/lectures/RV%20functions.pdf
 
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