Continuous random variance transformation
This works for any transformation, but we can find it other ways too: see continuous random linear transformation.
Var(t(X))=E(t(X))^2-E(t(X))^2
t(x) is the transformation
This works for any transformation, but we can find it other ways too: see continuous random linear transformation.
Var(t(X))=E(t(X))^2-E(t(X))^2