1. Not finding help here? Sign up for a free 30min tutor trial with Chegg Tutors
    Dismiss Notice
Dismiss Notice
Join Physics Forums Today!
The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

Help Finding new PDFs in Terms of a given one

  1. Feb 21, 2005 #1
    Hello,

    I put together the following by trying to make sense of my notes. I discussed this with a classmate and we had some disagreement, so I would like to know if I'm doing it correctly.

    Assume that X is normally distributed with mean mu m and variance sigma s squared.

    So Based on the above assumption, this implies X's pdf is:

    (1/(sqrt(2 pi) s))*exp((-1/2)((x-m)/s)^2)

    So far okay?

    Ok so now the problem is: Find the PDF of Y = X^2.

    I have a relationship P(X <= t) = integral( f(x), x, -inf, t) where f(x) is the pdf of x.

    So I do, P(Y <= t) = P( -sqrt(t) <= X <= sqrt(t)) = ugly integral.

    Then I differentiate using the Fundamental Theorem of Calculus to get rid of the integral, and that result is my PDF for X^2. The work is pretty messy so I won't post it, and I'm confident I did that part correctly. I'm just wondering if the process outlined above is correct.
     
    Last edited: Feb 21, 2005
  2. jcsd
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Can you help with the solution or looking for help too?
Draft saved Draft deleted



Similar Discussions: Help Finding new PDFs in Terms of a given one
  1. Mixed Conditional PDFs (Replies: 3)

Loading...