Determining the First Probability Density Function of Linear Random Initial Value Problems by the Random Variable Transformation (RVT) Technique: A Comprehensive Study

Figure 4

Plot of 𝑓₁(𝑧,𝑡) given by (61) in Example 13 at different values of 𝑡={0,0.25,0.5,…,2} (corresponding to the solid lines) in the case that Ga(2;1), 𝑏=1, and 𝑡₀=0.