[Math] Find the pmf of $Y=X^2$

probabilityprobability distributions

Let $X$ be a random variable with the following pmf:
$$
\begin{array}{c|ccccc}
x& -2 & -1 & 0 & 1 & 2 & \\ \hline
p(x)
& 3/10 & 3/10 & 1/10 & 2/10 & 1/10 &
\end{array}
$$
Find the pmf of $Y = X^2$ and find $P(Y\ge3)$.


I am struggling to get the idea behind that. Even with a solid background in multivariable calculus.

I think $y=g(X)$, where $g(x)=x^2$.

$$
\begin{array}{c|ccccc}
x& -2 & -1 & 0 & 1 & 2 & \\ \hline
g(x)
& 4 & 1 & 0 & 1 & 4 &
\end{array}
$$
$$P_Y(y) =
\begin{cases}\displaystyle
\sum_{x\in R_x:g(x)=y} P_X(x) , & \text{$y \in R_y$} \\[2ex]
0, & \text{otherwise}
\end{cases}$$

  • I know that creating this table is somewhat necessary. But what is the meaning of all that?
  • Why is making a table like that is the pmf?
  • I do not understand the summation sign with the range why does it make sense.

Any hint would be greatly appreciated.

Best Answer

We have that the pmf of $X$ is$$p_X(x)=\begin{cases} \frac{3}{10} & x=-2 \\ \frac{3}{10} & x=-1 \\ \frac{1}{10} & x=0 \\ \frac{2}{10} & x=1 \\ \frac{1}{10} & x=4 \end{cases}$$

Transforming this to get the pmf of $Y$ we get

$$p_Y(y)=\begin{cases} \frac{3}{10} & y=4 \\ \frac{3}{10} & y=1 \\ \frac{1}{10} & y=0 \\ \frac{2}{10} & y=1 \\ \frac{1}{10} & y=4 \end{cases}$$

Notice that the probabilities remain the same.

Finally, we have repeated $y$ values so we combine them to get

$$p_Y(y)=\begin{cases} \frac{4}{10} & y=4 \\ \frac{5}{10} & y=1 \\ \frac{1}{10} & y=0 \\ \end{cases}$$

We can now easily compute $$P(Y\geq3)=\frac{4}{10}$$

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