Non 1-1 transformation of continuous random variable

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SUMMARY

The discussion centers on finding the probability P(Sin(X) > 1/2) for a continuous random variable X that follows an exponential distribution with mean s. The probability density function (pdf) is defined as fX(x) = se-sx for x ≥ 0. The cumulative distribution function (CDF) is FX(x) = 1 - e-sx for x ≥ 0. The user attempts to derive the CDF FY(y) for Y = sin(X) and seeks assistance in differentiating to find the pdf and subsequently calculating the probability that sin(X) is less than 1/2.

PREREQUISITES
  • Understanding of exponential distribution and its properties.
  • Knowledge of probability density functions (pdf) and cumulative distribution functions (CDF).
  • Familiarity with trigonometric functions, specifically the sine function.
  • Ability to perform differentiation and integration in the context of probability.
NEXT STEPS
  • Study the properties of the exponential distribution, particularly mean and variance.
  • Learn how to derive cumulative distribution functions from probability density functions.
  • Explore the relationship between trigonometric functions and probability distributions.
  • Practice differentiation techniques for finding pdfs from CDFs in continuous random variables.
USEFUL FOR

Students studying probability theory, mathematicians working with continuous random variables, and anyone interested in the applications of exponential distributions in real-world scenarios.

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Homework Statement



X is exponentially distributed with mean s.
Find P(Sin(X)> 1/2)

Homework Equations



fX(x) = se-sx, x[tex]\geq[/tex] 0
0, otherwise

FX(x) = 1 - e-sx, x[tex]\geq[/tex] 0
0 otherwise

The Attempt at a Solution



Let Y = sin X

FY (y) = P(Y[tex]\leq[/tex] y)
= P(sinX [tex]\leq[/tex] Y)
= P(X [tex]\leq[/tex] arcsin(y), X[tex]\geq[/tex] [tex]\pi[/tex] - arcsin(y)) {This is where I become slightly unsure}
=FX(arcsin(y)) - FX([tex]\pi[/tex] - arcsin(y))
=1-e-s(arcsin(y)) - (1-e-s([tex]\pi[/tex] - arcsin(y)))

From here I can differentiate to find the pdf and then use that to find sinX < 1/2.
 
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Any ideas anyone?
 

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