Using MATLAB for teaching transformations of random variables

This paper presents MATLAB-based educational program for teaching transformation of random variable in context of its parameters, mean value and variance, and probability density function (PDF). First, Monotone transformation, in witch only one input value corresponds to only one output value, is considered. Linear and Nonlinear transformations are elaborated. Finally, Non-monotone transformation is presented for the case where two input values correspond to only one output value. Mean values and variances , as well as, the PDFs are estimated for both, input and output random variables. Both variables are also presented in the time domain.