Math Is Fun Forum
  Discussion about math, puzzles, games and fun.   Useful symbols: ÷ × ½ √ ∞ ≠ ≤ ≥ ≈ ⇒ ± ∈ Δ θ ∴ ∑ ∫ • π ƒ -¹ ² ³ °

You are not logged in.

#1 2009-08-31 05:04:21

Registered: 2007-04-18
Posts: 934

Changing the variables of a pdf

Say you have a pdf

and you have
(for example) and you wanted to find
, what does this change of variables actually achieve, and how are you meant to interpret the result? I've read over it but I don't really get the concept.


#2 2009-08-31 19:45:06

Registered: 2009-07-05
Posts: 59

Re: Changing the variables of a pdf


If you would like to understand HOW to calculate f(y), from Wikipedia []:

The probability contained in a differential area must be invariant under change of variables y = g(x)

This was for the simple case of a monotonic function g. There is a general expression in Wikipedia as well.

If you would like to know WHAT does it mean, I can only provide an example: Random Number Generation. Rather than explaining it myself, I think this other article will be useful []


“Make everything as simple as possible, but not simpler.” -- Albert Einstein


Board footer

Powered by FluxBB