Proving of Y=g(X) as a continuous random variable

In summary, if X is a continuous random variable and g is a continuous function defined on X (Ω), then Y = g(X) is a continuous random variable. This can be proven by showing that if X is continuous, then its cumulative distribution function $F_X(x)$ is continuous. Additionally, if g(x) is continuous, then its inverse $g^{-1}(y)$ is also continuous. Therefore, the cumulative distribution function for Y, $F_Y(y)$, can be expressed as $F_X(g^{-1}(y))$, which is continuous.
  • #1
bl00d1
6
0
If X is a continuous random variable and g is a continuous function
defined on X (Ω), then Y = g(X ) is a continuous random variable.
Prove or disprove it.
 
Mathematics news on Phys.org
  • #2
bl00d said:
If X is a continuous random variable and g is a continuous function
defined on X (Ω), then Y = g(X ) is a continuous random variable.
Prove or disprove it.

If X is a continuous r.v. then $F_{X} (x) = P \{ X < x\}$ is continous. Now if $y=g(x)$ is continuous then $x=g^{-1} (y)$ is also continuous and the same is for... $$F_{Y} (y) = P \{g(X) < y\} = P \{X < g^{-1} (Y)\} = F_{X} (g^{-1} (y))$$Kind regards $\chi$ $\sigma$
 

FAQ: Proving of Y=g(X) as a continuous random variable

What does it mean for Y=g(X) to be a continuous random variable?

A continuous random variable is a type of random variable where the possible values it can take on are infinite and uncountable. This means that the variable can take on any value within a specific range, rather than discrete values like in a discrete random variable.

What is the process for proving Y=g(X) as a continuous random variable?

The process for proving Y=g(X) as a continuous random variable involves showing that the function g(X) is continuous and that the random variable X is also continuous. This can be done through mathematical proofs or by using the definition of a continuous random variable and its properties.

What is the significance of proving Y=g(X) as a continuous random variable?

Proving Y=g(X) as a continuous random variable is important in statistics and probability, as it allows for the use of continuous probability distributions to model and analyze real-world phenomena. This allows for more accurate predictions and better understanding of the underlying processes.

Can Y=g(X) be a continuous random variable if X is not continuous?

No, Y=g(X) can only be a continuous random variable if both Y and X are continuous. If X is not continuous, then there will be gaps in the possible values of Y and it cannot be considered a continuous random variable.

What are some examples of Y=g(X) as a continuous random variable?

Some examples of Y=g(X) as a continuous random variable include the normal distribution, exponential distribution, and beta distribution. These probability distributions are commonly used to model continuous variables such as height, weight, and time.

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