Discussion Problem Of the Day( 20/06/2011)

[varsha]

Given a random variable X with density f(x) = 0.5, -1 < x < 1 and zero otherwise.

Define another random variable 

Y = X if X >= 0

   = X^2 if X < 0

Find the density of Y, g(y).

[poonam]

i think the answer should be as follows...

g(y) = 0.5  for  0<y<1
          0.5  for     y=0
           0           y>1

kindly lemme know the validity of the answer if you can.

[barkha]

please refer a good text for transformation of random variables.

[poonam]

True, even i've been trying to locate some theory but i've been unable to. kindly let me know if you come across some good text for the same.

[Amit Goyal]

Please refer http://economicsentrance.weebly.com/books.html.
Mathematical Statistics by Freund