Transformation technique for continuous random variables

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Transformation technique for continuous random variables
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Lawrence, you are my go-to whenever I get stuck. You are so much clearer than most of what's out there. You make this stuff seem like simple arithmetic. Thank you thank you!

lilagraham
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Thank you. You saved me from the terrible textbook I have

aaronwang
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This is a very good video. You proove that F_Y(y)=F_X(g^-1(y)) and then you derive F_Y(y) by dy and by chain rule you first get the pdf and you multiply it then by 1/g'(y) which is the derivative of g^-1(y).

v.p
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what if the function is non-monotonic ? and what if it's the case of two to one?

jiayiluo
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Should the theorem say 1-1 (meaning injective) or bijective?

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