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Transformations of Discrete RVs

  1. Jan 26, 2005 #1
    Hello out there,

    I have a question about the transformation of discrete random variables.

    I have a joint pdf given by:

    [tex]f(x,y)=\frac{(x-y)^2}{7}[/tex] where x = 1, 2 and y = 1, 2, 3

    I can easily create a table summarizing the joint pdf of RVs X and Y, f(x,y). I now have a transformation of U = X + Y and V = X - Y.

    I'm not quite sure how to go about creating a table to summarize the joint pdf of U and V.

    To my feeble mind, it appears that u = 2, 3, 4, 5 and v = -2, -1, 0, 1 (with some numbers for u and v repeated).

    How would I go about using u and v and the probabilities from the f(x,y) table to create (transform) the joint pdf, f(u,v)?

    I would greatly appreciate someone pointing me in the right direction (i.e. a good, swift kick in the rear). I apologize in advance if some of my terminology is incorrect.

    Thanks a bunch,

  2. jcsd
  3. Jan 27, 2005 #2
    Well...all's well...figured it out.
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