Transformation

Transformation of random variables vs shift of functions

Transformation of random variables vs shift of functions
  1. What is the transformation of random variables?
  2. What is the effect on a random variable of adding or subtracting by a constant?
  3. What is variable transformation?

What is the transformation of random variables?

The transformation y=a+Bx maps Rn one-to-one and onto Rn. The inverse transformation is x=B−1(y−a). The Jacobian of the inverse transformation is the constant function det(B−1)=1/det(B). The result now follows from the multivariate change of variables theorem.

What is the effect on a random variable of adding or subtracting by a constant?

When adding or subtracting a constant to/from a random variable, the mean is changed directly by the constant, but the standard deviation remains unchanged. Since we are simply adding a constant, 3.5, to , the standard deviation remains unchanged, so σ X + 3.5 = 2.4 .

What is variable transformation?

In data analysis transformation is the replacement of a variable by a function of that variable: for example, replacing a variable x by the square root of x or the logarithm of x. In a stronger sense, a transformation is a replacement that changes the shape of a distribution or relationship.

What is the definition of an incrementally linear system?
Definition of incrementally linear system -> a system that has a linear response to changes in the input, i.e., the difference in the outputs is a ...
Half power frequencies is -6dB or -3dB
What is half power frequencies?What is half power frequency formula?What is meant by half power points?What is upper half power frequency? What is h...
Why odd-order Butterworth filters don't behave the same as even-order in crossovers?
What is the limitation of Butterworth filter?What happens when you increase the order of a Butterworth filter?How the order of the filter affects the...