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Contents
Probability and Statistical Inference
    • Preface
  1. Probability
  2. Discrete Distributions
  3. Continuous Distributions
    • Random Variables of the Continuous Type
    • The Exponential, Gamma, and Chi-Squared Distributions
    • The Normal Distribution
  4. Bivariate Distributions
    • Bivariate Distributions of the Discrete Type
    • The Correlation Coefficient
    • Conditional Distributions
    • Bivariate Distributions of the Continuous Type
    • The Bivariate Normal Distribution
  5. Distributions of Functions of Random Variables
    • Functions of One Random Variable
    • Transformation of Two Random Variables
    • Several Random Variables
    • The Moment-Generating Function Technique
    • Random Functions Associated with the Normal Distributions
    • The Central Limit Theorem
    • Approximations for Discrete Distributions
    • References
    • Index
Probability and Statistical Inference
    • Preface
  1. Probability
  2. Discrete Distributions
  3. Continuous Distributions
    • Random Variables of the Continuous Type
    • The Exponential, Gamma, and Chi-Squared Distributions
    • The Normal Distribution
  4. Bivariate Distributions
    • Bivariate Distributions of the Discrete Type
    • The Correlation Coefficient
    • Conditional Distributions
    • Bivariate Distributions of the Continuous Type
    • The Bivariate Normal Distribution
  5. Distributions of Functions of Random Variables
    • Functions of One Random Variable
    • Transformation of Two Random Variables
    • Several Random Variables
    • The Moment-Generating Function Technique
    • Random Functions Associated with the Normal Distributions
    • The Central Limit Theorem
    • Approximations for Discrete Distributions
    • References
    • Index

Books / Probability and Statistical Inference

Distributions of Functions of Random Variables

How a function of random variables is itself a random variable: one variable, then two, then the normal family, then the central limit theorem.

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