How do you get the following relation?

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SUMMARY

The discussion centers on the relationship between a random variable X and a transformed variable Y defined as Y=g(X). The key formula presented is fY=Ʃ fX(xi)/|g,(xi)|, which describes how to derive the probability distribution of Y from that of X. The conversation highlights the need for clarity in notation, particularly regarding the definitions of fX and fY, and confirms that X is treated as a discrete random variable.

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iVenky
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X is a random variable.

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

fY=Ʃ fX(xi)/|g,(xi)|

Thanks a lot.
 
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Your notation is unclear: fx, fy. It looks like X is a discrete random variable. Does fy have an argument?
 

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