September 2015
Beginner
596 pages
18h 33m
English
Chapter 8
The topic for this chapter is transformations of random variables and random vectors. After applying a function to a random variable X or random vector X, the goal is to find the distribution of the transformed random variable or joint distribution of the random vector.
Transformations of random variables appear all over the place in statistics. Here are a few examples, to preview the kinds of transformations we’ll be looking at in this chapter.