Homework 4 Discussion

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  • How to solve question 5? I find a good example in the textbook 5-42, which says

$ Y=F_Y^{-1}(X) \text{, then } P({Y\le y})=F_Y(y) \text{ where X is a rv with uniform distribution in the interval }[0,1] $

The different between the example and the homework question is the rv X is uniform on [-1,1] rather than [0,1]. My approach is suppose rv Z=|X|, then using the textbook method to find out Z and eventually replacing Z with |X|. Welcome to add comments to my solution. -Zhao 11:28, 14 October 2010 (UTC)


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