Hi all,
I was wondering what methods each of you like to use when he/she tries to find the distribution of a function of random variables?
For example:
v~N(0,1) and x~{1 w.p 0.5 , -1 w.p 0.5}
y=x*v
y=x+v
y=x^2+v
etc
From my experience it seems that there is no one way which is the best way to attack all of these problems.
Using the "wrong" method can lead you to a mathematical adventure while using the "right" method will get you there in two lines.
So how would you attack these problems?
Thanks,
Ohad.
I was wondering what methods each of you like to use when he/she tries to find the distribution of a function of random variables?
For example:
v~N(0,1) and x~{1 w.p 0.5 , -1 w.p 0.5}
y=x*v
y=x+v
y=x^2+v
etc
From my experience it seems that there is no one way which is the best way to attack all of these problems.
Using the "wrong" method can lead you to a mathematical adventure while using the "right" method will get you there in two lines.
So how would you attack these problems?
Thanks,
Ohad.