How do you get the following relation?

  • Thread starter iVenky
  • Start date
  • #1
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Main Question or Discussion Point

X is a random variable.

If Y=g(X). then how do you prove that-

fY=Ʃ fX(xi)/|g,(xi)|

Thanks a lot.
 

Answers and Replies

  • #2
mathman
Science Advisor
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406
Your notation is unclear: fx, fy. It looks like X is a discrete random variable. Does fy have an argument?
 

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