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- W2014058093 abstract "In many instances, the probability density function (pdf) of a function of a random variable is obtained from the pdf of the random variable, the inverse function and the derivative of this inverse. The formula tends to be memorized rather than fully understood. This article describes how we teach the structure of the new pdf by (a) treating the problem as a change in scale, rather than a “change in variable”; (b) appealing to the concept of “conservation of probabilities”; (c) using the physical analogy of “pouring” probability mass from one set of “containers” to another; and (d) dealing fully with linear transformations before considering nonlinear ones." @default.
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- W2014058093 date "2006-02-01" @default.
- W2014058093 modified "2023-09-23" @default.
- W2014058093 title "The PDF of a Function of a Random Variable" @default.
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- W2014058093 doi "https://doi.org/10.1198/000313006x89947" @default.
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