Functions of a R.V. - Transformations
**Example** : say X~U[0,1] and λ>0. What is the pdf (density?) of the random variable Y=-λlog(X)?
Solution: we first find the cdf and then the pdf as follows:
if y>0. For y<0 note that P(-logX0 always.
This is an Example of a function (or transformation) of a random variable. These transformations play a major role in probability and statistics. We will see how to find their pdf's (density's) on a few examples.