Solving Change of Variable Homework: Find cdf of Y

In summary, the conversation is about finding the cdf of a random variable Y, which is defined as Y=X^2, where X is a random variable with a pdf of f(x)=2x for 0<x<1. The attempt at a solution involves using the cdf of X to find the cdf of Y, but the mistake lies in the limits of integration, as f(x) is only non-zero for the interval [0,1]. Adjusting the limits of integration will lead to the correct result.
  • #1
thereddevils
438
0

Homework Statement



Let X be a random variable with pdf f(x)=2x , for 0<x<1 and let Y=X^2, find the cdf of Y.

Homework Equations


The Attempt at a Solution



cdf = P(Y<=y) = P(X^2<=y)

[tex]= P(-\sqrt{y}\leq X\leq \sqrt{y})[/tex]

[tex]=\int^{\sqrt{y}}_{-\sqrt{y}}2x dx [/tex]

= 0 for 0<y<1

Am i correct?
 
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  • #2
You're close. Remember that f(x) is non-zero only on the interval [0,1].
 
  • #3
vela said:
You're close. Remember that f(x) is non-zero only on the interval [0,1].

Thanks Vela, but why did i get 0 for the interval [0,1]
 
  • #4
Again: f(x) is non-zero only on the interval [0,1].
 
  • #5
vela said:
Again: f(x) is non-zero only on the interval [0,1].

What is the significance of that?
 
  • #6
Check your limits of integration, keeping in mind my previous posts.
 
  • #7
vela said:
Check your limits of integration, keeping in mind my previous posts.

do i adjust the limit of the integration?
 

1. What is a change of variable and why is it important in statistics?

A change of variable is the process of transforming a random variable into a new random variable. It is important in statistics because it allows for the simplification of complex problems and can make calculations easier. It also allows for the exploration of relationships between variables and can help in making predictions.

2. How do I find the cdf of Y for a given change of variable?

To find the cdf of Y, first determine the new variable Y in terms of the original variable X. Then, plug in the values of Y into the cdf formula and solve for the cdf of Y. Make sure to consider any restrictions or bounds on the new variable Y.

3. Can I use a change of variable when dealing with discrete random variables?

Yes, a change of variable can be used for both continuous and discrete random variables. However, the method for finding the cdf of Y may differ slightly for discrete random variables, as it involves summing probabilities instead of integrating.

4. What is the purpose of finding the cdf of Y in a change of variable problem?

The cdf of Y provides information about the probability distribution of the new variable Y. It can help in making predictions about the behavior of Y and in calculating probabilities of certain events occurring.

5. Are there any tips for solving change of variable homework problems?

When solving change of variable problems, it is important to carefully consider the relationship between the original and new variables and to clearly define any assumptions or restrictions. It can also be helpful to draw a diagram or sketch to visualize the problem and to check your work by plugging in values for both the original and new variables into the cdf formula.

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