Problem 3. Transformation of a Random Variable. Let X N(0, 1). What is the p.d.f. of Y = = fx(X)? (note that here we are treating fx as a function, so the right-hand-side is a function of a random variable "capital X", not lowercase. In other words, as written Y is a transformation of X).

Calculus For The Life Sciences
2nd Edition
ISBN:9780321964038
Author:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Publisher:GREENWELL, Raymond N., RITCHEY, Nathan P., Lial, Margaret L.
Chapter13: Probability And Calculus
Section13.CR: Chapter 13 Review
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Please answer asap, dont need to find numerical value just an expression.

Thank You

f_X refers to the standard p.d.f., so

f_X(x)=(1/sqrt(2pi)) e^{-x^2/2}

Problem 3. Transformation of a Random Variable. Let X~ N(0, 1). What is the p.d.f.
of Y = fx(X)? (note that here we are treating fx as a function, so the right-hand-side is a
function of a random variable “capital X”, not lowercase. In other words, as written Y is a
transformation of X).
Transcribed Image Text:Problem 3. Transformation of a Random Variable. Let X~ N(0, 1). What is the p.d.f. of Y = fx(X)? (note that here we are treating fx as a function, so the right-hand-side is a function of a random variable “capital X”, not lowercase. In other words, as written Y is a transformation of X).
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