How do you get the following relation?

[iVenky]

X is a random variable.

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

f_Y=Ʃ f_X(x_i)/|g^,(x_i)|

Thanks a lot.

 

[mathman]

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