Math Is Fun Forum

lindah

Member

Registered: 2010-01-25

Posts: 121

Transformation of Uniform random variable

Hi guys,

A r.v. is uniform dist on [-1,1], The transformation is

, so find the density functions, and its first E[X] and second moments (var).

I have already found the cdf

, and pdf as

for interval

.

I'm quite sure this is a silly question but I wanted to confirm, since the examples I have seen so far are all linear transformations e.g. y=x/2
To find the expected value of Y, would this formula still apply?:

In this case 0.5?

Or because the pdf is no no longer linear, I would find the EV as (I get a different answer):

Thanks in advance for any feedback.
Lin

Last edited by lindah (2011-04-23 13:03:59)

lindah

Member

Registered: 2010-01-25

Posts: 121

Re: Transformation of Uniform random variable

Hi guys,

I happens that I found an example that confirms the latter approach outlined in my post above.
Apologies for cluttering up some space!!!

Linda