The PDF of a Function of a Random Variable: Teaching its Structure by Transforming Formalism into Intuition.

The writers describe how they teach the structure of the probability density function of a function of a random variable. They approach the problem as a change in scale as opposed to a change in variable; appeal to the concept of “conservation of probabilities”; use the physical analogy of “pourin...

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Published in:American Statistician Vol. 60; no. 1; pp. 61 - 68
Main Authors: Hanley, James A., Telsch, Dana
Format: Article
Published: American Statistical Association February 2006
Subjects:
Online Access:View this record in EBSCOhost
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          Hanley, James A.
          Telsch, Dana
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        Random variables
        Graphic methods in statistics
        Linear statistical models
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        subj:
          Random variables
          Graphic methods in statistics
          Linear statistical models
      ab: The writers describe how they teach the structure of the probability density function of a function of a random variable. They approach the problem as a change in scale as opposed to a change in variable; appeal to the concept of “conservation of probabilities”; use the physical analogy of “pouring” probability mass from one set of “containers” to another; and fully explore linear transformations before considering nonlinear ones.
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