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Transformations of random variables

  1. Jun 16, 2011 #1
    Hi, I am a bit confused.
    Basically if I have a pdf, fX(x) and i want to work out the distribution of Y=X^2 for example, then this involves me letting Y=X^2, rearranging to get X in terms of Y, substituting these into all values of x in my original pdf fX, and then multipying it by whatever dx = .

    But if i have a pdf fX(x) and just want to work out fX(2x) , this just means put 2x in place of all the x's and that is that. No differentiation etc.

    Is this right?

    Thanks a lot - I have an exam tomorrow!
  2. jcsd
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