Conditioning On The Level of Measure Theory
Example. Let Y be a random variable distributed uniformly on (0,1), and X = f(Y) where f is a given function. Two cases are treated below: f = f1 and f = f2, where f1 is the continuous piecewise-linear function
and f2 is the Weierstrass function.
Read more about this topic: Conditioning (probability)
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