Tag Archives: Statistics

I recently posted on how to find the distribution of functions of random variables, i.e., the distribution of $Y=g(X)$, where $X$ is a random variable with known distribution and $y=g(x)$ is some function.   As a natural extension of this concept we may ask ourselves what happens if we have two random variables involved. Let […]

Here is another tool I learned about and have found very useful ever since then: transformations of random variables. The basic idea is this: Given a random variable $X$ from which we know how it is distributed, i.e., either its probability density function (PDF) $f_X(x)$ or its cumulative distribution function (CDF) $F_X(x)$, find the distribution […]