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Let X have the following pdf f X (u) = 2u if 0 < u < 1 = 0 otherwise. Suppose Y = X if
Let X have the following pdf fX(u) = 2u if 0 < u < 1 = 0 otherwise. Suppose Y = X if 0 < X < 1/2, Y = X2if 1/2 X < 1 and Y = 0 otherwise. Compute the pdf of Y . Hint: Write P(Y a) = P(X a, 0 < X < 1/2) + P(X2 a, 1/2 X < 1) = P(X a, 0 < X < 1/2) + P(X a, 1/2 X < 1) and divide into cases a < 0 0 a < 1/4 1/4 a < 1/2 1/2 a < 1 a 1.
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