let Y = aX + b, a and b are constants Fx(x) and fx(x) are the cdf and pdf of X so fy(y) = 1/|a| fx(y-b/a), why is that? in other words why is dFx(y-b/a) / dy = 1/|a| fx(y-b/a)?
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Originally Posted by saoricapital let Y = aX + b, a and b are constants Fx(x) and fx(x) are the cdf and pdf of X so fy(y) = 1/|a| fx(y-b/a), why is that? in other words why is dFx(y-b/a) / dy = 1/|a| fx(y-b/a)? Suppose that : Let be the cdf of . Now That means, . It seems your formula is wrong.
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