Chapter 7
Functions of Random Variables (Optional)
7.1 Introduction
This chapter contains a broad spectrum of material. Chapters 5 and 6 deal with specific types of distributions, both discrete and continuous. These are distributions that find use in many subject matter applications, including reliability, quality control, and acceptance sampling. In the present chapter, we begin with a more general topic, that of distributions of functions of random variables. General techniques are introduced and illustrated by examples. This discussion is followed by coverage of a related concept, moment-generating functions, which can be helpful in learning about distributions of linear functions of random variables.
In standard statistical methods, the ...
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