Question: 2.3 Functions of discrete random variables Let X be a discrete random variable on the probability space (,F , P) and let g : R

2.3 Functions of discrete random variables Let X be a discrete random variable on the probability space (,F , P) and let g : R→ R. It is easy to check that Y = g(X) is a discrete random variable on (,F , P) also, defined by Y(ω) = g(X(ω)) for ω ∈ .

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