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• Calculations similar to the previous example are<br />
required whenever we want to find the<br />
distribution of a function of a random<br />
variable<br />
Example. Suppose X has p.d.f. f X (x) and<br />
Y = aX + b for constants a and b. Find the p.d.f.<br />
f Y (y) of Y .<br />
Solution.<br />
33
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