PDF of transformed variable

Given the PDF of X and a transformation Y = g(X), find the PDF of Y, often after first finding the CDF of Y.

7 questions · Standard +1.0

5.03a Continuous random variables: pdf and cdf5.03b Solve problems: using pdf5.03c Calculate mean/variance: by integration5.03g Cdf of transformed variables
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Pre-U Pre-U 9795/2 2013 June Q6
14 marks Challenging +1.2
6 A rectangle of area \(Y \mathrm {~m} ^ { 2 }\) has a perimeter of 16 m and a side of length \(X \mathrm {~m}\), where \(X\) is a random variable with probability density function, f, given by $$f ( x ) = \begin{cases} \frac { 1 } { 2 } & 0 \leqslant x \leqslant 2 \\ 0 & \text { otherwise } \end{cases}$$
  1. Obtain the cumulative distribution function, F , of \(X\).
  2. Show that $$16 - Y = ( 4 - X ) ^ { 2 }$$ and deduce that the probability density function of the random variable \(Y\) is $$g ( y ) = \begin{cases} \frac { 1 } { 4 \sqrt { 16 - y } } & 0 \leqslant y \leqslant 12 \\ 0 & \text { otherwise } \end{cases}$$
  3. Find the median of \(Y\).
  4. Find \(\mathrm { E } ( Y )\).
Pre-U Pre-U 9795/2 2018 June Q4
Challenging +1.2
4 The continuous random variable \(X\) has cumulative distribution function given by $$\mathrm { F } ( x ) = \begin{cases} 0 & x < 0 \\ \frac { 1 } { 8 } x ^ { 3 } & 0 \leqslant x \leqslant 2 \\ 1 & x > 2 \end{cases}$$
  1. Find \(\mathrm { E } ( X )\).
  2. Find the probability density function of \(Y\), where \(Y = \frac { 1 } { X ^ { 2 } }\).
CAIE FP2 2017 June Q8
10 marks Standard +0.8
The continuous random variable \(X\) has probability density function f given by $$\text{f}(x) = \begin{cases} \frac{1}{4}(x - 1) & 2 \leqslant x \leqslant 4, \\ 0 & \text{otherwise.} \end{cases}$$
  1. Find the distribution function of \(X\). [3]
The random variable \(Y\) is defined by \(Y = (X - 1)^3\).
  1. Find the probability density function of \(Y\). [4]
  2. Find the median value of \(Y\). [3]
CAIE FP2 2018 November Q6
6 marks Standard +0.8
The continuous random variable \(X\) has probability density function \(f\) given by $$f(x) = \begin{cases} \frac{1}{80}\left(3\sqrt{x} - \frac{8}{\sqrt{x}}\right) & 4 \leqslant x \leqslant 16, \\ 0 & \text{otherwise}. \end{cases}$$
  1. Find the distribution function of \(X\). [3]
The random variable \(Y\) is defined by \(Y = \sqrt{X}\).
  1. Find the probability density function of \(Y\). [3]
CAIE FP2 2018 November Q7
6 marks Challenging +1.2
The continuous random variable \(X\) has distribution function given by $$\text{F}(x) = \begin{cases} 0 & x < 0, \\ \frac{1}{90}(x^2 + x^4) & 0 \leqslant x \leqslant 3, \\ 1 & x > 3. \end{cases}$$ The random variable \(Y\) is defined by \(Y = X^2\).
  1. Find the probability density function of \(Y\). [4]
  2. Find the mean value of \(Y\). [2]
CAIE FP2 2019 November Q10
10 marks Standard +0.8
The random variable \(X\) has probability density function f given by $$\mathrm{f}(x) = \begin{cases} \frac{1}{30}\left(\frac{8}{x^2} + 3x^2 - 14\right) & 2 \leqslant x \leqslant 4, \\ 0 & \text{otherwise}. \end{cases}$$
  1. Find the distribution function of \(X\). [3]
The random variable \(Y\) is defined by \(Y = X^2\).
  1. Find the probability density function of \(Y\). [4]
  2. Find the value of \(y\) such that \(\mathrm{P}(Y < y) = 0.8\). [3]
CAIE Further Paper 4 2021 June Q6
14 marks Standard +0.8
The continuous random variable \(X\) has probability density function f given by $$f(x) = \begin{cases} \frac{1}{8} & 0 \leq x < 1, \\ \frac{1}{28}(8 - x) & 1 \leq x \leq 8, \\ 0 & \text{otherwise}. \end{cases}$$
  1. Find the cumulative distribution function of \(X\). [3]
  1. Find the value of the constant \(a\) such that P\((X \leq a) = \frac{5}{7}\). [3]
The random variable \(Y\) is given by \(Y = \sqrt[3]{X}\).
  1. Find the probability density function of \(Y\). [5]