Functions of Random Variables

The process of applying a Real Function on a random variable to produce a new random variable.

Theorems

• Functions of Random Variables are Random Variables

Example

$Y(\cdot )=h(X(\cdot ))$ With:

• $Y(\cdot )$ as a new random varialbe
• $X(\cdot )$ as an existing random variable
• $h(\cdot )$ as a Real Number Function