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!

Probability- Transformation of variable

  1. Oct 23, 2008 #1
    Following is the

    The distribution in question means cumulative distribution.

    What I do not understand in the solution is the step from P{X_1<=wX_2} to the integration formula that followed immediately. May I know the reasoning for it?
    Last edited: Oct 23, 2008
  2. jcsd
  3. Oct 23, 2008 #2


    User Avatar
    Science Advisor
    Homework Helper

    Hi jack1234! :smile:

    P(X ≤ wY) = lim ∑P(X ≤ wY | v ≤ Y ≤ v + dv)P(v ≤ Y ≤ v + dv)

    = ∫P(X ≤ wv)dP(Y ≤ v) :wink:
Know someone interested in this topic? Share this thread via Reddit, Google+, Twitter, or Facebook

Have something to add?