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SOLVED:Let X be a random variable on a given probability space, and let a ∈R. Show that (i) a X is a random variable, (ii) X-X=0, the random variable taking the value 0 always, and X X=2 X. 2. A random variable X has distribution function F. What is the distribution function of Y=a X b, where a and b are real constants?
SOLVED:Let X be a random variable on a given probability space, and l…
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