Question: Exercise 5: Let X:R be a random variable w.r.t. a probability space (,F,P), show that for any a,bR, the function aX+b:R (which maps an outcome

Exercise 5: Let X:R be a random variable w.r.t. a probability

Exercise 5: Let X:R be a random variable w.r.t. a probability space (,F,P), show that for any a,bR, the function aX+b:R (which maps an outcome to aX()+b) is a random variable w.r.t. the same probability space. If FX is the distribution function of X, what is the density function FaX+b of the random variable aX+b

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