Finding Density for V=(2Y1+1)^2 on U(-1,1)

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SUMMARY

The discussion focuses on finding the density of the random variable V defined as V=(2Y1+1)^2, where Y1 is sampled from the uniform distribution U(-1,1). The initial approach involves transforming Y1 to X=2Y1+1, which leads to the need to determine the density of X before squaring it to find V. A key point raised is the importance of correctly identifying the range of X, which is from -1 to 3, as Y1 varies from -1 to +1. The integration of the density function must yield a total probability of 1, highlighting the necessity of careful calculations in the transformation process.

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Homework Statement



Suppose {Y1,...Yn} are random samples from U(-1,1) distribution. Find the density of V=(2Y1+1)^2

Homework Equations



Method of transformations for random variables

The Attempt at a Solution



I started this problem off by letting X=2Y1+1 because i figured i could find the density of that and then just find the density of V=X^2. I thought i had the problem right but when i went back to the density i got for X=2Y1+1 and integrated it over the interval, it didnt add up to 1. Not sure what i did wrong
 

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Be careful about the range of the random variable. As Y1 ranges from -1 to +1, what is the range of 2Y1+1?

RGV
 
Last edited:
Ray Vickson said:
Be careful about the range of the random variable. As Y1 ranges from -1 to +1, what is the range of 2Y1+1?

RGV

-1 to 3 right?
 

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