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How do you get the following relation?

  1. Aug 20, 2012 #1
    X is a random variable.

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

    fY=Ʃ fX(xi)/|g,(xi)|

    Thanks a lot.
  2. jcsd
  3. Aug 20, 2012 #2


    User Avatar
    Science Advisor

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