Let X be a continuous random variable with PDF given by $f_x(x) = e^{-2|x|}$ for all $x \in \mathbb{R}$ Find the CDF function of Y (for all the points), where $\bullet$ Y = X$^2$ $\bullet$ Y = X$^3$
Added by Alfredo F.
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We can use the transformation method to do this. Let g(x) = x^3, then Y = g(X). The PDF of Y is given by: fy(y) = fx(g^-1(y)) * |dg^-1(y)/dy| where g^-1(y) is the inverse function of g(x), and |dg^-1(y)/dy| is the absolute value of the derivative of g^-1(y) with Show more…
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