I have a random variable X. Y=X with probability 0.5 and Y=-X with
probability 0.5. How to get the distribution of Y?
Thank you very much!!
s*****b 发帖数: 106
2
By intuition, if X has p.d.f. f(x)
then Y has p.d.f. g(x)=1/2[f(x)+f(-x)].
【在 x**********t 的大作中提到】 : I have a random variable X. Y=X with probability 0.5 and Y=-X with : probability 0.5. How to get the distribution of Y? : Thank you very much!!
d*******y 发帖数: 1154
3
If X is symmetrically distributed (like normal distribution)
Then Y follows the same distribution as X
【在 x**********t 的大作中提到】 : I have a random variable X. Y=X with probability 0.5 and Y=-X with : probability 0.5. How to get the distribution of Y? : Thank you very much!!