Functions of Continuous random variables

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SUMMARY

The discussion centers on the calculation of probabilities involving continuous random variables, specifically addressing the probability density function (PDF) of a variable X defined as f(x) = 1/4 for -2 ≤ x ≤ 2. The problem involves finding P(Y ≤ 1/2) where Y = 1/X. The initial approach incorrectly concluded that P(X ≥ 2) equals 1, while the correct answer is P(Y ≤ 1/2) = 1/2. The error was identified in the treatment of the variable X, which can take both positive and negative values within the specified range.

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I have been working on this problem and can't seem to get the answer.

Problem:
X is a continuous random variable with a proabaility density function:

f(x) = 1/4 if -2<=x<=2
0 other wise

Let Y=1/X. Then P(Y<=1/2) = ?

This is how I approached the problem:

P(Y<=1/2)=P(1/x=1/2)
=P(X>=2)

Taking the intergral of f(x) with limits of integration -2,2.

My answer is 1.

However the answer given is 1/2.

Any ideas.
 
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Hmm.. Since it is given in the question that x runs from -2 to 2 only, how can [tex]P(X\geq2)[/tex] be 1? Shouldn't it be 0?

Well, your working [tex]P(Y\leq \frac{1}{2}) = P(\frac{1}{X}\leq \frac{1}{2})[/tex] is correct. The error lies in your subsequent statement "which is in turn equal to [tex]P(X\geq2)[/tex]"

You see, since x runs from -2 to 2, it can take both positive and negative values. So, should we treat x as positive or negative, knowing that the subsequent working will be affected by our decision? (i.e. If x is negative, then we will need to change the inequality sign when cross-multiplying)

To solve this problem, we multiply the inequality by [tex]x^2[/tex], since we know for sure that this expression is positive (x cannot be equal to zero if y is to be real)

The resulting inequality will be quadratic in nature, and some algebraic manipulation should get you the desired probability of 0.5.

All the best!
 
Last edited:

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