## Transformation of a random variable

How do I transform a random variable or preserve relationship between two variables where the transformation function is not monotone on part of the interval ie transformation function g(x)=k on (0,3] and g(x)=2X on (3, infinity)?

Thanks!

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Is this an exercise from coursework, or something you are studying yourself? It would help if you gave some indication of your previous experience (mathematically) and what you've tried doing on this particular question – Yemon Choi Sep 17 2010 at 22:42
Hello, thanks for your reply. He is my solution but I don't think it's right. img685.imageshack.us/img685/1043/sol2c.gif – _joey Sep 18 2010 at 3:18
The point of my previous question was to enquire if you'd seen this bit of the FAQ: mathoverflow.net/faq#whatnot While your question might attract a useful answer here, my initial instinct is that it would belong better on one of the sites mentioned in that link. – Yemon Choi Sep 18 2010 at 9:18
What is the problem with the question to 'transform a random variable over the interval with part of the interval where the transformation function is not one-to-one'? – _joey Sep 18 2010 at 10:17
You could read the FAQ yourself and it states: "MathOverflow is not for questions about MathOverflow. " If you don't have anything worthwhile to add you may just skip the question all together – _joey Sep 18 2010 at 10:19