Function of Function of Random variable

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SUMMARY

The discussion centers on the concept of a function of a random variable, specifically addressing the probability density function (pdf) of one random variable as a function of another. Participants confirm the existence of this concept and provide a reference link to a relevant resource: http://www.colorado.edu/geography/courses/geog_4033_f05/lectures/RV%20functions.pdf. This indicates that the topic is well-established in probability theory and can be further explored through academic literature.

PREREQUISITES
  • Understanding of probability density functions (pdf)
  • Familiarity with random variables in statistics
  • Basic knowledge of functions in mathematics
  • Experience with academic research methods
NEXT STEPS
  • Research the properties of probability density functions (pdf) in detail
  • Explore the relationship between multiple random variables
  • Study the concept of transformation of random variables
  • Review academic papers on functions of random variables
USEFUL FOR

Students in statistics, mathematicians, and researchers interested in probability theory and its applications in various fields.

gkannan16
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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.

Homework Equations





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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