A random variable (xi) has (F(x)) as its distribution function ((p(x)) is the density function). Find the

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A random variable \(\xi\) has \(F(x)\) as its distribution function \((p(x)\) is the density function). Find the distribution function (density function) of the random variable:

(a) \(\eta=a \xi+b, a\) and \(b\) are real numbers;

(b) \(\eta=\xi^{-1}(\mathbf{P}\{\xi=0\}=0)\);

(c) \(\eta=\tan \xi\)

(d) \(\eta=\cos \xi ;\)

(e) \(\eta=f(\xi)\), where \(f(x)\) is a continuous monotone function without intervals of constancy.

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Theory Of Probability

ISBN: 9781351408585

6th Edition

Authors: Boris V Gnedenko

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