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Suppose that a random variable $Y$ can be written as $Y=g(Z)$, where $g$ is a function and $Z$ is a random variable. When $Z$ is a continuous random variable with finite absolute moments, we consider ...

I have some questions about Chapter 5 from the book Numerical Methods for Stochastic Computations, by Dongbin Xiu. Theorem 5.7: Let $Y$ be a random variable and $\mathbb{E}[Y^2]<\infty$. Let $Z$ ...