Stat110 Flashcards
1
Q
How to find the CDF of transformed variable?
A
$F_g(X)(y) = P(g(X) \leq y) = P(X \leq g^{-1}(y)) = F_X(g^{-1}(y))$
2
Q
A
How to find the CDF of transformed variable?
$F_g(X)(y) = P(g(X) \leq y) = P(X \leq g^{-1}(y)) = F_X(g^{-1}(y))$