1. Consider the uniform distribution X defined over the interval [0, 2pi]. Now let Y = sin(X)
(a) Calculate the CDF FY(y) of Y.
(b) Calculate the PDF f(y) of Y. In particular, in what interval [a, b] is Y defined? (this mean f(y) = 0 for y < a and for y > b).
(c) Verify that f(y) is a PDF.
ANSWER:
Given that,
a)
The cdf of is
b)
The pdf of is . Hence
is defined in the interval .
c)
To verify that is a pdf,
Also . Hence a pdf.
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