3.4.2 Nonmonotonic and discrete Transformation of rv

Transformation of Random Variables
Consider three transformation cases:
Part 1 (3.4.1) Monotonic Transformation of Random Variables
𝑋 continuous, 𝑇 Continuous, monotonically (increasing, decreasing)
Part 1 (3.4.2)
𝑋 continuous, 𝑇 Continuous, but non-monotonic
𝑋 discrete, 𝑇 Continuous

To get the slides and additional resources, the course webpage

[fjdgdqt]

fy= (y^-0.5)*(1/3) for y between 0 and 1
and
fy= (y^-0.5)*(1/6) for y between 1 and 4
fy= zero anywhere else