MAT330/681 LECTURE 16 (4/5/2021): PDF OF g(X), LOGNORMAL AND PARETO RANDOM VARIABLES





Announcements: Welcome back; I hope you had a wonderful Spring Break! Please remember that the next class (on Wednesday) will be conducted live on Zoom, and also that HW8 is due that same evening.


• Video 1: Probability density function of function of a random variable: Download file or watch below


• Video 2: Theorem relating pdf's of $Y=g(X)$ and $X$ when $g$ is monotonic: Download file or watch below


• Video 3: What if $g$ is not monotonic and/or not differentiable? Download file or watch below


• Video 4: Lognormal random variables: Download file or watch below


• Video 5: Pareto random variables: Download file or watch below




• Lecture Notes (static file from above videos): PDF file





Last updated: Apr 5, 2021, 12:00pm EDT