Hello,(adsbygoogle = window.adsbygoogle || []).push({});

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

**Physics Forums - The Fusion of Science and Community**

Join Physics Forums Today!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

The friendliest, high quality science and math community on the planet! Everyone who loves science is here!

# Random Variable Transformation

Loading...

Similar Threads for Random Variable Transformation | Date |
---|---|

Random variables: Total probability, Transformations & CDFs | Mar 1, 2014 |

Transformation of random variable | Sep 13, 2012 |

Transformation of Random Variables | Apr 21, 2012 |

Transformation of random variable | Nov 11, 2011 |

Density of transformed random variables | Jul 2, 2011 |

**Physics Forums - The Fusion of Science and Community**