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Practice Problem: PDF for a linear function of a random variable
Let X be a continuous random variable with pdf $ f_X(x) $. Let $ Y=aX+b $ for some real valued constants a,b, with $ a\neq 0 $. What is the pdf of the random variable Y?
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Answer 1
Hint: You can start with the definition of CDF with respect to Y, i.e, $ F_{Y}(y)= P({Y \leq y}) $. -TA
Answer 2
Write it here.
Answer 3
Write it here.
