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.

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