Oddly Worded uniform probability Question

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Discussion Overview

The discussion revolves around a probability question involving a uniform distribution defined on the interval [0,1]. Participants explore the probability density function (pdf) of the random variable Y, defined as Y = h(X) = max(X, 1-X), and discuss related concepts such as the median, expected value, and variance. The context is a review sheet rather than a homework assignment.

Discussion Character

  • Exploratory
  • Technical explanation
  • Mathematical reasoning

Main Points Raised

  • One participant suggests that the pdf is given by the formula (x-a)/(B-A) = x, leading to the conclusion that the pdf equals x for x > 0.5 and 1-x for x < 0.5.
  • Another participant emphasizes the importance of working with the distribution function first, deriving the cumulative distribution function (CDF) F(y) for Y and noting that it equals 0 when y < 0.5, 2x - 1 when 0.5 ≤ y ≤ 1, and 1 when y > 1.
  • A different viewpoint is presented, stating that Y appears to be uniformly distributed between 0.5 and 1, with two cases depending on whether x is less than or greater than 0.5.
  • One participant expresses understanding of the logic presented by others, indicating a follow-up on the uniformity of the pdf limited to the interval [0.5, 1].

Areas of Agreement / Disagreement

Participants express differing views on the nature of the pdf and its uniformity. There is no consensus on the exact form of the pdf or the implications of the distribution of Y.

Contextual Notes

Participants note the dependence on the definitions of the random variables and the conditions under which the pdf is derived. The discussion includes various interpretations of the uniform distribution and the implications of the derived functions.

Goalie_Ca
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X has a uniform distribution of [0,1]
Y = h(x) = max(X,1-X)

question: pdf is what?

i think it is (x-a)/(B-A) = x , so for
pdf = x for x>0.5 and 1-x for x<0.5,

then part b is median, and part c is expected value and variance.

This is not a homework, but this is on a review sheet.
 
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When thinking about this type of question, one generally works with the distribution function first.

Note that max(M, N) <= y if and only if M<=y and N <=y. Thus

Pr(max(1-X, X)<=x)
=Pr(1-X<=x and X<=x)
=Pr(1-x<=X<=x)

note that when x<0.5, the RHS is larger than the LHS such that the probability equals zero. For 0.5<=X<=1, the probability is easily seen to be x-(1-x) = 2x-1. When x>1, the statement "1-x<=X<=x" is trivially true (as 0<=X<=1) so the probabiluity equals 1. Combining, (the F(y) be the distribution function of Y)

F(y) = 0 when y<0.5
= 2x-1 when 0.5<=y<=1
= 1 when y>1

From this one may obtain the density function and so on.
 
It looks to me that Y is uniformly distributed between .5 and 1. There are 2 cases, depending on x<.5 or x>.5. In the first case 1-x (the max) is uniform between .5 and 1, while in the second case x (the max) is uniform between .5 and 1.
 
If I've followed right you're saying that the pdf is uniform and is limited to [0.5,1]

Wong, I followed your logic after the first line.
I think i get what mathman is saying as well.

Thanks for your help.
 

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