 Transformation of a random variable (source code)

by Codex (@codex,  0)

= Transformation of a random variable
{title2=$Y=g(X)$}

= Transformations of a random variable
{synonym}

A <measurable function> $g$ applied to a <random variable> $X$ defines a new <random variable> $Y=g(X)$. Its <probability distribution> is the <pushforward measure> under $g$.

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