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Say I draw a set of numbers {x1,x2,x3,...} from a normal distribution and apply a function f(x) to these.
Will the new set of numbers {f(x1),f(x2),f(x3),...} be gaussianly distributed? I guess it depends on f(x), since for example f(x)=x would certainly mean that the new set is gaussianly distributed, whereas for general f(x) I am not sure. Where can I read about the general theory of this?
Will the new set of numbers {f(x1),f(x2),f(x3),...} be gaussianly distributed? I guess it depends on f(x), since for example f(x)=x would certainly mean that the new set is gaussianly distributed, whereas for general f(x) I am not sure. Where can I read about the general theory of this?