Bertrandkis
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Homework Statement
Suppose a random variable X has probability density function(pdf)
f(x) { 1/3 for 1 \leq x \leq 4
find the density function of Y= \sqrt{X}
The Attempt at a Solution
y=g(x)=\sqrt{x}
so g^-1(y)=x=y^2
A= \{ x: 1 \leq x \leq 4 \}
is monotonic onto
B= \{y: 1 \leq y \leq 2 \}
(g^-1(y))^'=2y
f(y)=fx (g^-1(y). |(g^-1(y))^'|
which gives me
f(x)=\{ 2y/3 for 1 \leq y \leq 2 \}
This seems to be an invalid pdf as for y=2 f(y)=1.3333 which is >1
Can anyone tell me where I went wrong?
thanks