What is the Density Function of Y=√X?

In summary, the conversation is about finding the density function of Y, a random variable that is the square root of X. The attempt at a solution involved using a monotonic function and its inverse to find the density function, which was found to be valid despite initial concerns about the probability density being greater than 1.
  • #1
Bertrandkis
25
0

Homework Statement


Suppose a random variable X has probability density function(pdf)
f(x) { 1/3 for [tex]1 \leq x \leq 4[/tex]

find the density function of [tex] Y= \sqrt{X}[/tex]

The Attempt at a Solution


[tex] y=g(x)=\sqrt{x}[/tex]
so [tex]g^-1(y)=x=y^2[/tex]

[tex]A= \{ x: 1 \leq x \leq 4 \}[/tex]
is monotonic onto
[tex]B= \{y: 1 \leq y \leq 2 \}[/tex]

[tex](g^-1(y))^'[/tex][tex]=2y[/tex]

[tex]f(y)=fx (g^-1(y). |(g^-1(y))^'[/tex][tex]|[/tex]
which gives me
[tex]f(x)=[/tex][tex] \{ 2y/3 [/tex] for [tex]1 \leq y \leq 2 \}[/tex]

This seems to be an invalid pdf as for y=2 f(y)=1.3333 which is >1
Can anyone tell me where I went wrong?
thanks
 
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  • #2
It's not invalid. You did it right. A probability DENSITY can be greater than 1. A probability can't be greater than 1. The integral of f(y)dy from 1 to 2 is one.
 
Last edited:
  • #3
Thanks, You are the man Dick.
 

What is a random variable?

A random variable is a numerical value that is assigned to each possible outcome of a random event. It represents the possible values that can be obtained from a particular experiment or situation.

What is the function of a random variable?

The function of a random variable is to map the possible outcomes of a random event to specific numerical values. It allows us to analyze and describe the behavior of random events in a mathematical way.

How is a random variable different from a regular variable?

A random variable is different from a regular variable because its value is determined by chance and not by a fixed formula or equation. It represents the possible outcomes of a random event, while a regular variable represents a specific value or quantity in a given situation.

What is the relationship between a random variable and probability distribution?

A random variable is closely related to a probability distribution, as it is used to describe the likelihood of different outcomes of a random event. The values of a random variable are used to create a probability distribution, which shows the probability of each possible outcome occurring.

What is the importance of understanding the function of a random variable?

Understanding the function of a random variable is important in statistical analysis and decision making. It allows us to calculate probabilities and make predictions about the outcomes of random events. It is also essential in fields such as finance, economics, and engineering, where random variables are used to model and analyze real-world situations.

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