# Where can I find a citable reference for the formula for inverse distributions? [duplicate]

• It's just standard change of variable. Easiest way to see it is by beginning with $P(Y\leq y)=P(1/X \leq y) =...$ (taking great care with the case where $X$ can be zero). The case where $X>0$ is simple, perhaps try it first. Once you have the cdf, take the derivative to get the density. As whuber says, it's in pretty much any standard text that covers this stuff. – Glen_b Oct 6 '13 at 1:03