Question: Simple examples are if g(x) = ax + b then g(X) = aX + b, if g(x) = cx2 then g(X) = cX2. 30 Discrete

Simple examples are if g(x) = ax + b then g(X) = aX + b, if g(x) = cx2 then g(X) = cX2.

30 Discrete random variables If Y = g(X), the mass function of Y is given by pY (y) = P(Y = y) = P(g(X) = y)

= P(X āˆˆ gāˆ’1(y))

=

X xāˆˆgāˆ’1(y)

P(X = x), (2.25)

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