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Title: Functions of Random Variables - PowerPoint PPT Presentation
Description: U=g(X1,...,Xn) Want to obtain fU(u) Find values in (x1,...,xn) space where U=u ... FU(u)=P(Uu) by integrating f(x1,...,xn) over the region where Uu. fU(u) ... – PowerPoint PPT presentation
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