=+20.2. If X is a positive random variable with density f, then X -! has density f(1/x)/x2.
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=+20.2. If X is a positive random variable with density
f, then X -! has density f(1/x)/x2. Prove this by (20.16) and by a direct argument.
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Related Book For
Probability And Measure Wiley Series In Probability And Mathematical Statistics
ISBN: 9788126517718
3rd Edition
Authors: Patrick Billingsley
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