manipulating random variables Flashcards
1
Q
Transformations of Random Variables
A
2
Q
basics of CDF/PDF:
A
3
Q
A
4
Q
Transforming the pdf directly
A
An alternative way to find the pdf directly is by change of variables.
We present this for completeness and for anyone who prefers it as a method. Our observation is that most people find the cdf easier to transform.
In calculus you learned the ‘u’-substitution. We’ll do a calculus example to remind you how this goes and then apply it to the pdf.
5
Q
A
6
Q
A
