Tagged Questions
4
votes
1answer
115 views
PDF for a function of random variables
If $g=f(x,y)$ is a function of independent random variables $x$ and $y$ then how do we arrive at the expression for the probability density function of $g$,
$$f_G(g) = \iint ...
10
votes
2answers
300 views
Intuitive explanation for density of transformed variable?
Suppose $X$ is a random variable with pdf $f_X(x)$. Then the random variable $Y=X^2$ has the pdf
$f_Y(y)=\left\{\begin{array}{ll}\frac{1}{2\sqrt{y}}\left(f_X(\sqrt{y})+f_X(-\sqrt{y})\right) & y ...
