Math 5080-1, Assignment 1. Chapter 6, Exercises 2, 4, 9, 10, 13.

2. (a) For 0 < y < 1, FY (y) = P (X 1/4 y) = P (X y 4 ) = FX (y 4 ) = y 4 ,

so fY (y) = 4y 3 .
(b) For e1 < w < 1, FW (w) = P (eX w) = P (X ln w) = 1 + ln w,
so fW (w) = 1/w.
(c) For 0 < z < 1 e1 , FZ (x) = P (1 eX z) = P (eX 1 z) =
P (X ln(1 z)) = ln(1 z), so fZ (z) = 1/(1 z).
(d) For 0 < u < 1/4,
X) u) = P ((X 1/2)2 u +
p FU (u) = P (X(1 p
1/4) = P |X 1/2| 1/4 u) = 2(1/2 1/4 u), so fU (u) = (1/4u)1/2 .

4. (a) FX (x) = 1 e(x/) for x > 0, so FY (y) = P ((X/) y) = P (X

1/
y ) = FX (y 1/ ) = 1 ey for y > 0, hence fY (y) = ey for y > 0.
w

(b) FY (w) = P (ln(X) w) = P (X ew ) = FX (ew ) = 1 ee / for w

w

real, so fW (w) = ee / (ew / ) for

w real.

(c) FZ (z) = P ((ln X)2 z) = P( z ln X

z) = P (e z X

z
z

/)
e z ) = FX (e z ) FX (e z ) = e(e
e(e /) for z > 0, and fZ (z) is
the derivative of this.
9. (a) A = (0, 1), B = (0, 1). fY (y) = fX (y 4 )|(y 4 )0 | = 4y 3 for y B.
(b) A = (0, 1), B = (e1 , 1). fW (w) = fX ( ln w)|( ln w)0 | = 1/w for
w B.
(c) A = (0, 1), B = (0, 1 e1 ). fZ (z) = fX ( ln(1 z))|( ln(1 z))0 | =
1/(1 z) for z B.
(d) A1 = (0, 1/2), A2 = (1/2, 1), B = (0, 1/4). Now, if u (0, 1/4), u =
x(1 x) implies

1 1 4u
x=
2
with the minus sign if x A1 and the plus sign if x A2 . So



0 


0 
1 1 4u  1 1 4u 
1 + 1 4u  1 + 1 4u 
fU (u) = fX
+
f
X




2
2
2
2
= 2(1 4u)1/2 = (1/4 u)1/2
if u B.
10. (a) for y > 0, fY (y) = fX (y)|(y)0 | + fX (y)|(y)0 | = ey , which is an
exponential density.
(b) P (W = 0) = 1/2 and P (W = 1) = 1/2 by symmetry of fX . So
P (W w) = 0 for w < 0, = 1/2 for 0 w < 1, and = 1 for 1 w.

13. y = u(x) = x2 so x = y if 0 < y < 4 and x = y if 4 < y < 16.

Therefore,



y/24 if 0 < y < 4

(y/24)(1/(2 y))2 if 0 < y < 4

=
fY (y) =
(y/24)(1/(2 y)) if 4 < y < 16
y/48 if 4 < y < 16.