I'm trying to find the density of the random variable Y=X^2 and i've been given an example but it shows how to find the distribution of a random variable. So I was just wondering if they were the same thing.
2025-01-13 03:06:37.1736737597
Is there a difference between density and distribution in statistics?
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Density is a derivation of distribution function in case that $X$ is continous random variable. Denote $F$ distribution function and $f$ density on r.v. $X$, then $$P(X \leq k) = F(k) = \int_{\infty}^{k} f(x) dx.$$