If you noticed there are two z-tables with negative and positive values. For example, if \(X_1\) is the weight of a randomly selected individual from the population of males, \(X_2\) is the weight of another randomly selected individual from the population of males. standard normal distribution table) comes handy. the expected number of lost sales as a fraction of the standard deviation. The more important functions of random variables that we'll explore will be those involving random variables that are independent and identically distributed.
We'll learn several different techniques for finding the distribution of functions of random variables, including the distribution function technique, the change-of-variable technique and the moment-generating function technique. For example, we might know the probability density function of \(X\), but want to know instead the probability density function of \(u(X)=X^2\). As the name of this section suggests, we will now spend some time learning how to find the probability distribution of functions of random variables.
