Density of probability/function of random variables question

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Discussion Overview

The discussion revolves around calculating the cumulative distribution function (CDF) of a transformed random variable defined by a function of another random variable. Participants explore the intervals for which the CDF is defined, using specific examples of functions and their properties.

Discussion Character

  • Homework-related
  • Mathematical reasoning
  • Technical explanation

Main Points Raised

  • One participant presents an exercise involving the CDF Fx and a function g(x) = x^2 + 1, questioning the interval for which Fy is defined.
  • Another participant suggests that the values of Y with non-zero probability should be determined from the minimum to maximum values of g(x) over the interval [-1, 1], indicating that g(-1) is not the minimum value.
  • A participant inquires about alternative methods for solving the problem and seeks validation for their solution to a second exercise involving a different function.
  • There is a mention of using calculus to determine the maximum and minimum values of the function as part of the solution process.
  • One participant expresses satisfaction with their solution after checking it against an external tool, asserting that the minimum value is 1 and the maximum is 2 for the specified interval.

Areas of Agreement / Disagreement

Participants express differing views on the correct approach to finding the interval for Fy and whether the solutions presented are valid. There is no consensus on the correctness of all calculations or methods used.

Contextual Notes

Some participants reference specific calculations and external tools to verify their solutions, but there is uncertainty regarding the completeness and correctness of the methods applied. The discussion includes various assumptions about the properties of the functions involved.

Who May Find This Useful

This discussion may be useful for students working on problems related to probability density functions, cumulative distribution functions, and transformations of random variables in a mathematical context.

Drao92
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Hi everyone,
I have the following exercise.
Fx(x)=0, x<-1 or x>1
Fx(x)=1/2, x=[-1;1]
g(x)=x^2+1 --- this is the function of random variable
I must calculate Fy which is the sum of solutions of g(xk)=y , Fy(y)=sumFx(xk)/|g`(xk)|
g(x) is bijective on [-1;1]
y=x^2+1=> x=+sqrt(y-1) or x=-sqrt(y-1), since x=[-1;1] both are posible solutions.
And my question is on what interval is Fy defined... to find the intervals i use the formula [g(-1);g(1)] but i don't know if its right and in this case g(-1)=g(1)=2;
What i am doing wrong?

On a similar exercise i had
Fx(x)=1/2, x=[0;2]
Fx=0, out of the interval
g(x)=x^2+3
g`(x)=2x
x=sqrt(y-3) and x=-sqrt(y-3), since x=[0;2], x=-sqrt(y-3) is not a posible solution.
Fy(y)=sumFx(xk)/|g`(xk)|=1/4*1/sqrt(y-3))
So
Fy(y)=1/4*1/sqrt(y-3) for y=[g(0)=3;g(2)=7];
Fy(y)=0 for y =[-infinite;3]U[7;+infinite]
On seminars we did only with g(x)=a*x+b which was easy and these are for homework.
 
Last edited:
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Drao92 said:
. to find the intervals i use the formula [g(-1);g(1)] but i don't know if its right and in this case g(-1)=g(1)=2;
What i am doing wrong?

The values of Y that that have non-zero probability will range from the minimum to the maxium value of the function X^2 + 1 for X in the interval [-1, 1]. You should be able to determine these values "by inspection". If not, you could work it as max-min problem using calculus. You method doesn't work because g(-1) is not the minumum value that g(x) attains.
 
So there are more methods?
For the second exercise the solution is good? The condition for density gives me 1. http://www.wolframalpha.com/input/?i=integral+from+3+to+7+from+1/4*1/sqrt(y-3)dy
Thanks for tip, ill look on seminars, i think we did somthing similar and ill post my solution.

Later edit.
This is the solution:
http://www.wolframalpha.com/input/?i=integral+from+1+to+2+from+1/2*1/sqrt(y-1)dy
It seems good :). Thanks very much. Its more logical like this because in theory y range on oy axis of graph x^2+1 for x=[-1;1].
Its everything corect, right?
The minimum valuea is 1 and the maximum value is 2 for x=[-1;1]
 
Last edited:
Drao92 said:
The minimum valuea is 1 and the maximum value is 2 for x=[-1;1]

Yes. I'm not going to check all your work. If you want that much help. you should post your questions in the sections on homework help. (You phrased the question well and showed your work, so your post would be OK for that section.)
 

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