Functions of Random Variables: Their Distributions and Expected Values
Peter Westfall, Kevin S. S. Henning · 2013
Functions of random variables (RVs) appear everywhere in statistics. Perhaps the most common statistic, the sample average Y – , is a function of the RVs: Specically, Y f Y Y Yn= =( , , ..., )1 2 (1/n) (Y1 + Y2 + ⋯ + Yn). But there are many other functions as well.