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Lecture 22: Transformations and Convolutions (STAT 110)

Professor

47:46·2013·undergraduate level

This lecture explores transformations of random variables (change of variables) and introduces the LogNormal distribution. It covers convolutions for sums of variables and demonstrates how probability can be used to prove existence.

We discuss transformations of r.v.s (change of variables), the LogNormal distribution, and convolutions (sums). As a bonus, we show how in certain problems one can use probability to prove existence.

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