Transformation of random variables
This chapter is devoted to transforming a given set of r.v.'s to another set of r.v.'s. The practical need for such transformations will become apparent by means of concrete examples to be cited and/or discussed. This chapter consists of five sections. In the first section, a single r.v. is transformed into another single r.v. In the following section, the number of available r.v.'s is at least two, and they are to be transformed into another set of r.v.'s of the same or smaller number. Two specific applications produce two new distributions, the t-distribution and the F-distribution, which are of great applicability in statistics. A brief account of specific kinds of transformations is given in ...
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