Suppose that Y has pdf given by f(y)=b/(y^2); y>=b, b>0. Suppose also that U has a...
Suppose that Y has pdf given by f(y)=b/(y^2); y>=b, b>0. Suppose also that U has a uniform(0,1) distribution. What must the function g(*) be so that Z=g(U) has the same distribution as Y?
Homework Answers
Ans:
The pdf of the uniform distribution is given as,
f(U) = 1/(b-a) where b and a is the upper and lower limit of a uniform distribution,
f(U) = 1(1-0) => 1
Therefore, to get the same distribution of random variable Y the function g(*) must be equal to (b/(y^2)).
Add Answer to:
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