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Suppose that a random variable Y is formed by transforming another random variable X by using the tranforming function g(.). That is:

[tex]Y=\,g(X)[/tex]

Now, given that we have the Probabililty Density Function (PDF) of both RVs: [tex]f_Y(y)\mbox{ and }f_X(x)[/tex], how can we specify g(.)? I didn't give an exact example because I just need to know the procedure.

Thanks in advance

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# Random Variable Transformation

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