An Introduction to Mathematical Statistics and Its Applications (6th Edition)

Published by Pearson
ISBN 10: 0-13411-421-3
ISBN 13: 978-0-13411-421-7

Chapter 3 Random Variables - 3.4 Continuous Random Variables - Questions - Page 137: 16

Answer

$\color{blue}{f_W(w) = \dfrac{(w-1)^3}{4},\ 1\lt w \lt 3}$. $\color{blue}{f_W(w) \ne 0,\ 1\lt w\lt 3}$.

Work Step by Step

$\underline{\text{Find the cdf of}\ W}$ $\begin{align*} F_W(w) &= P(W\le w) \\ &= P(2Y+1\le w) \\ &= P(Y\le (w-1)/2) \\ &= \int_{-\infty}^{(w-1)/2} f_Y(y)\ dy \\ &= \begin{cases} \displaystyle \int_{-\infty}^0 f_Y(y)\ dy, & (w-1)/2\lt 0 \\ \displaystyle \int_{-\infty}^0 f_Y(y)\ dy + \int_0^{(w-1)/2} f_Y(y)\ dy, & 0\le (w-1)/2 \lt 1 \\ \displaystyle \int_{-\infty}^0 f_Y(y)\ dy + \int_0^1 f_Y(y)\ dy + \int_1^{(w-1)/2}, & (w-1)/2 \ge 1 \end{cases} \\ &= \begin{cases} \displaystyle \int_{-\infty}^0 0\ dy, & w\lt 1 \\ \displaystyle \int_{-\infty}^0 0\ dy + \int_0^{(w-1)/2} 4y^3\ dy, & 1\le w \lt 3 \\ \displaystyle \int_{-\infty}^0 0\ dy + \int_0^1 4y^3\ dy + \int_1^{(w-1)/2} 0\ dy, & w \ge 3 \end{cases} \\ &= \begin{cases} 0 & w\lt 1 \\ 0 + \left( y^4\right]_0^{(w-1)/2} , & 1\le w \lt 3 \\ \displaystyle 0 + \left( y^4\right]_0^1 + 0, & w \ge 3 \end{cases} \\ &= \begin{cases} 0 & w\lt 1 \\ \left[\left(\frac{w-1}{2}\right)^4 -0^4\right] , & 1\le w \lt 3 \\ \left(1^4 -0^4\right), & w \ge 3 \end{cases} \\ F_W(w) &= \begin{cases} 0 & w\lt 1 \\ \left(\frac{w-1}{2}\right)^4 , & 1\le w \lt 3 \\ 1, & w \ge 3 \end{cases} \end{align*}$ It follows that $\begin{align*} \dfrac{F_W(w)}{dw} &= \begin{cases} 0 & w\lt 1 \\ 4\left(\frac{w-1}{2}\right)^3\left(\frac{1}{2}\right) , & 1\le w \lt 3 \\ 0, & w \gt 3 \end{cases} \\ f_W(w) &= \begin{cases} 0 & w\lt 1 \\ \frac{(w-1)^3}{4}, & 1\le w \lt 3 \\ 0, & w \gt 3 \end{cases} \end{align*}$ Or simply, $\color{blue}{f_W(w) = \dfrac{(w-1)^3}{4},\ 1\lt w \lt 3},$ since $\color{blue}{f_W(w) \ne 0,\ 1\lt w\lt 3}$, and $0$ otherwise.
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