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• 𝑥
𝒚 𝟏𝟎 𝒍𝒐𝒈𝟏𝟎𝒙 𝒅𝑩𝒎
• 𝑥 𝑋
𝑦 𝑌
• 𝑌
𝑌
Definition
y Y
g(x)
X Y = g(X)
• 𝑌 𝑔𝑋 𝑋 𝑌
•
𝑥 𝑋
𝑦 𝑔𝑥 𝑌
• 𝑋 𝑷𝑿 𝑌
𝑷𝒀 𝑋
• 𝑃𝑌 (𝑦)
𝑥 𝑔𝑥 𝑦
• 𝑌 𝑋
𝑷𝒀
• 𝑌 𝑦
𝑃𝑌 (𝑦) 𝑦
𝑃𝑋 (𝑥) 𝑥 𝑥 𝑦
𝑋
𝑦 𝑥
• 𝑋 𝑦
𝒀 = |𝑿|
Expected Value for Functions of
Random Variables
Expected Value Rule for Functions of Random Variables
• 𝑋 𝑃𝑋 (𝑥) 𝑔𝑋
𝑋
𝑔𝑋
(1) Express T as a function of N. (2) Find PT (t) and E[T].