Uniform distribution transform: e^2x

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SUMMARY

The discussion focuses on finding the distribution of the random variable Y, defined as e2X, where X is uniformly distributed over the interval [-1, 1]. The inverse transform method is utilized, leading to the probability density function fy(y) = 1/(4y). Participants emphasize the importance of determining the range of Y based on the values of X and verifying the normalization condition through integration.

PREREQUISITES
  • Understanding of uniform distribution, specifically U(-1, 1)
  • Familiarity with the inverse transform method for probability distributions
  • Knowledge of probability density functions and their properties
  • Basic calculus, particularly integration techniques
NEXT STEPS
  • Learn about the properties of exponential distributions
  • Study the application of the inverse transform sampling method
  • Explore the relationship between transformations of random variables
  • Investigate normalization conditions for probability density functions
USEFUL FOR

Statisticians, data scientists, and anyone involved in probability theory or statistical modeling, particularly those interested in transformations of random variables.

TOOP
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X is a uniformly distributed random variable on a [-1, 1] range. (i.e. X is U(-1, 1))
Find the distribution of e^2X:

I feel like it has something to do with the uniform's relation to exponential function,
but i get stuck.

I begin by using inverse transform:
Fy(y) = Fx[ln(y)/2]
fy(y) = fx[ln(y)/2]*[1/(2y)]
fy(y) = 1/(4y)

please help
 
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so you have y(x)=e^(2x)

the infinitesimal increment dy is related to the increment dx by dy = 2e^(2x)dx

say the probability to be in the increment dx is p(x)dx, with probability distribution p(x)

clearly the probability to be in the related increment dy is the same, so let's call the probability distribution of y, q(y), then we have

q(y)dy = p(x)dx

can you take it from here?
 
TOOP said:
X is a uniformly distributed random variable on a [-1, 1] range. (i.e. X is U(-1, 1))
Find the distribution of e^2X:

I feel like it has something to do with the uniform's relation to exponential function,
but i get stuck.

I begin by using inverse transform:
Fy(y) = Fx[ln(y)/2]
fy(y) = fx[ln(y)/2]*[1/(2y)]
fy(y) = 1/(4y)

please help

What exactly do you need help with? It looks like all you have left to do is give the range of y, which should be simple: if X can have values between -1 and +1, what is the range of values of y? Once you know the range, you can check that your result works by checking that

\int dy \frac{1}{4y} = 1,

where the integral is over the range of y that you need to determine.
 
not quite, the OP needs to find the distribution function of the random variable Y, based on its relation to the random variable X which is distributed constantly over the region (-1,1)

EDIT: i haven't actually whether the OPs distribution was correct as I didn't follow the steps ;(, however i think i see what's going on now
 
lanedance said:
not quite, the OP needs to find the distribution function of the random variable Y, based on its relation to the random variable X which is distributed constantly over the region (-1,1)

EDIT: i haven't actually whether the OPs distribution was correct as I didn't follow the steps ;(, however i think i see what's going on now

Your method will indeed give the same result as the OP's method. (really, they're the same method, just dressed up a little differently)
 
Question: A clock's minute hand has length 4 and its hour hand has length 3. What is the distance between the tips at the moment when it is increasing most rapidly?(Putnam Exam Question) Answer: Making assumption that both the hands moves at constant angular velocities, the answer is ## \sqrt{7} .## But don't you think this assumption is somewhat doubtful and wrong?

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