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− | + | Hint: You can start with the definition of CDF with respect to Y, i.e, | |
+ | <math>F_{Y}(y)= P({Y \leq y})</math>. | ||
=== Answer 2 === | === Answer 2 === | ||
Write it here. | Write it here. |
Revision as of 09:50, 19 March 2013
Contents
Practice Problem: PDF for a linear function of a random variable
Let X be a continuous random variable with pdf $ f_X(x) $. Let $ Y=aX+b $ for some real valued constants a,b, with $ a\neq 0 $. What is the pdf of the random variable Y?
You will receive feedback from your instructor and TA directly on this page. Other students are welcome to comment/discuss/point out mistakes/ask questions too!
Answer 1
Hint: You can start with the definition of CDF with respect to Y, i.e, $ F_{Y}(y)= P({Y \leq y}) $.
Answer 2
Write it here.
Answer 3
Write it here.