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If $X$ Has The Uniform Density With The Parameters $alpha 0 Quizlet
If $X$ Has The Uniform Density With The Parameters $alpha 0 Quizlet
Question
If X has the uniform density with the parameters α = 0 and β = 1, use the distribution function
technique to find the probability density of the random variable Y = X.
Step 1 1 of 4
Since X follows a uniform density with parameters α = 0 and β = 1, then the probability density
of X is
fX (x) = {
1 0<x<1
0 elsewhere
Letting G(y) denote the value of the distribution function of Y at y , we can write
G(y) = P (Y ≤ y) = P ( X ≤ y) = P (X ≤ y 2 )
Step 2 2 of 4
To get this probability, we need to integrate the f (x) from 0 to y 2 . Thus, we get that
y2
P (X ≤ y ) = ∫
2
1 dx, 0<x<1
0
2
= x∣y0
2
=y
= G(y)
Step 3 3 of 4
Hence, to get the density, we need to derive G(y) with respect to y. Thus, we get that
d G(y)
g(y) =
dy
d 2
= (y )
dy
= 2y, 0<x<1
and 0 elsewhere.
Result 4 of 4
g(y) = {
2y 0<x<1
0 elsewhere
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