sm8_48

Prévia do material em texto

Problem 8.48 If X has a density fX(x), find the density of Y where 
a) Y = for constants a and b. baX +
b) Y = 2X . 
c) Y = X , assuming X is a non-negative random variable. 
 
Solution 
(a) If Y , using the results of Section 8.3 for Y = g(X) baX +=
 
( ) ( )
aa
byf
dy
ydgygfyf
X
XY
1
)()(
1
1
⎟⎠
⎞⎜⎝
⎛ −=
=
−
−
 
 
(b) If 2XY = , then 
 
( ) ( ) ( )( ) ⎟⎟⎠
⎞
⎜⎜⎝
⎛++−=
y
yfyfyf XXY 2
1 
 
(c) If XY = , then we must assume X is positive valued so, this is a one-to-one 
mapping and 
 ( ) ( ) yyfyf XY 22 ⋅= 
 
 
Excerpts from this work may be reproduced by instructors for distribution on a not-for-profit basis for testing or instructional purposes only 
to students enrolled in courses for which the textbook has been adopted. Any other reproduction or translation of this work beyond that 
permitted by Sections 107 or 108 of the 1976 United States Copyright Act without the permission of the copyright owner is unlawful. 
page…8-59