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Advanced Probability Theory for Bio Medical Engineers - John D. Enderle

# Advanced Probability Theory for Bio Medical Engineers - John D. Enderle

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05/25/2012

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Theprevioussectionsolvedtheproblemofdeterminingtheprobabilitydistributionofafunction
of a random variable using the cumulative distribution function. Now, we introduce a second
method for calculating the probability distribution of a function z= g(x) using the probability
density function, called the PDF technique. The PDF technique, however, is only applicable
forfunctionsofrandomvariablesinwhich z= g(x)iscontinuousanddoesnotequalaconstant
in any interval in which fx is nonzero. We introduce the PDF technique for two reasons. First,
in many situations it is much simpler to use than the CDF technique. Second, we will ﬁnd the
PDF method most useful in extensions to multivariate functions. In this section, we discuss
a wide variety of situations using the PDF technique with functions of continuous random
variables. Then, a method for handling mixed random variables with the PDF technique is
introduced. Finally, we consider computing the conditional PDF of a function of a random
variable using the PDF technique.

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