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Derived distributions ■ Consider functions Y=g(X)of a continuous random variable X. Question:Given the PDF of X,how to calculate the PDF of Y? Also called a derived distribution. The principal method for doing so is the following two-step approach.Derived distributions ◼ Consider functions 𝑌 = 𝑔(𝑋) of a continuous random variable 𝑋. ◼ Question: Given the PDF of 𝑋, how to calculate the PDF of 𝑌? ❑ Also called a derived distribution. ◼ The principal method for doing so is the following two-step approach
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