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Functions of Random Variables

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Probability and Statistics

Part of the book series: Springer Texts in Statistics ((STS))

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Abstract

It is often of interest to consider a function Y = g(X) of a rv X. Then Y itself is a rv with a distribution determined by g(·) and the distribution of X.

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Authors and Affiliations

  1. Department of Mathematical Statistics, University of Lund and Lund Institute of Technology, S-221 00, Lund, Sweden

    Gunnar Blom

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  1. Gunnar Blom
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© 1989 Springer-Verlag New York Inc.

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Blom, G. (1989). Functions of Random Variables. In: Probability and Statistics. Springer Texts in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-3566-8_5

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  • DOI: https://doi.org/10.1007/978-1-4612-3566-8_5

  • Publisher Name: Springer, New York, NY

  • Print ISBN: 978-1-4612-8158-0

  • Online ISBN: 978-1-4612-3566-8

  • eBook Packages: Springer Book Archive

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