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Chapter 5. Function of Random Variables 14 Example 2. The probability density function of X is given by the Uniform distribut

Could you go through the steps in more detail? I am getting confused with the steps.

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Answer #1

The PDF of the uniform random variable fx (x) = 1; 0<x<1 .

The CDF is Fx(x) = x; 0<x< 1 .

Now the PDF of Y = el is found using the CDF method.

Fyly) = PlY<y) Fr(y) = P(ety) Fy(y) = P(X<Iny) Fy(y) = Fx(Iny) Fy(y) = In y

Now, taking derivatives,

fr(Y) = dexly) fy(y) = 1; 1<yse

Your answer is right. But you should mention the support (the interval of y).

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