Math Problem Statement

Let X be a random variable with PDF f_X(x) = x^2/3 for x in [-1, 2], and Y_1 = X^3. Derive the CDF and PDF of Y_1.

Solution

To solve the problem, we will first derive the Cumulative Distribution Function (CDF) for the random variable Y1=X3Y_1 = X^3 given the Probability Density Function (PDF) of XX, and then find the PDF of Y1Y_1.

Step 1: Derive the CDF of Y1Y_1 The CDF of Y1Y_1, denoted as FY1(y)F_{Y_1}(y), is the probability that Y1yY_1 \leq y. Given that Y1=X3Y_1 = X^3, this is equivalent to calculating P(X3y)P(X^3 \leq y). We start by considering yy values and their corresponding xx intervals.

For Y1=X3Y_1 = X^3 where X[1,2]X \in [-1, 2]:

  • If y<1y < -1, then there are no xx values such that x3yx^3 \leq y because the minimum cube value xx can take is 13=1-1^3 = -1.
  • If 1y1-1 \leq y \leq 1, then y3xy3-\sqrt[3]{y} \leq x \leq \sqrt[3]{y} (considering xx values between -1 and 1).
  • If y>1y > 1, then 1xy3-1 \leq x \leq \sqrt[3]{y} (since x2x \leq 2 and 23=82^3 = 8).

CDF Calculation: FY1(y)=P(X3y)F_{Y_1}(y) = P(X^3 \leq y) [ = \int_{-\sqrt[3]{y}}^{\sqrt[3]{y}} f_X(x) , dx ] when 1y1-1 \leq y \leq 1 =1y3fX(x)dx= \int_{-1}^{\sqrt[3]{y}} f_X(x) \, dx when 1<y81 < y \leq 8

Given fX(x)=x23f_X(x) = \frac{x^2}{3} for x[1,2]x \in [-1, 2], we compute the integrals:

For 1y1-1 \leq y \leq 1: [ F_{Y_1}(y) = \int_{-\sqrt[3]{y}}^{\sqrt[3]{y}} \frac{x^2}{3} , dx ] =230y3x2dx= \frac{2}{3} \int_{0}^{\sqrt[3]{y}} x^2 \, dx =23x330y3= \frac{2}{3} \cdot \frac{x^3}{3} \Big|_{0}^{\sqrt[3]{y}} =29y= \frac{2}{9} y

For 1<y81 < y \leq 8: FY1(y)=1y3x23dxF_{Y_1}(y) = \int_{-1}^{\sqrt[3]{y}} \frac{x^2}{3} \, dx =13(x33)1y3= \frac{1}{3} \left( \frac{x^3}{3} \right) \Big|_{-1}^{\sqrt[3]{y}} =19((y3)3+1)= \frac{1}{9} \left( (\sqrt[3]{y})^3 + 1 \right) =y+19= \frac{y + 1}{9}

Step 2: Derive the PDF of Y1Y_1 The PDF, fY1(y)f_{Y_1}(y), is the derivative of the CDF: fY1(y)=ddyFY1(y)f_{Y_1}(y) = \frac{d}{dy} F_{Y_1}(y)

For 1y1-1 \leq y \leq 1: fY1(y)=ddy(29y)=29f_{Y_1}(y) = \frac{d}{dy} \left( \frac{2}{9} y \right) = \frac{2}{9}

For 1<y81 < y \leq 8: fY1(y)=ddy(y+19)=19f_{Y_1}(y) = \frac{d}{dy} \left( \frac{y + 1}{9} \right) = \frac{1}{9}

Summary:

0 & \text{if } y < -1 \\ \frac{2}{9} & \text{if } -1 \leq y \leq 1 \\ \frac{1}{9} & \text{if } 1 < y \leq 8 \\ 0 & \text{if } y > 8 \end{cases}$$ Would you like any further explanations on this topic? Here are some related questions: 1. How does the transformation of a variable affect the support of the PDF? 2. Why does the cubic transformation result in a piecewise function for the PDF? 3. What happens if we transform $$X$$ using another function, like $$Y_2 = X^2$$? 4. How do you compute the expected value of $$Y_1$$? 5. Could you explain the concept of Jacobian in variable transformation for PDFs? **Tip**: Always check the bounds and interval changes when dealing with transformations of random variables, as this will impact the PDF and CDF calculations.

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Math Problem Analysis

Mathematical Concepts

Probability Distribution
Transformation of Variables
Cumulative Distribution Function (CDF)
Probability Density Function (PDF)

Formulas

f_X(x) = x^2 / 3 for x in [-1, 2]
Y_1 = X^3
CDF: F_{Y_1}(y) = P(X^3 ≤ y)
PDF: f_{Y_1}(y) = d/dy(F_{Y_1}(y))

Theorems

Transformation of Random Variables
Fundamental Theorem of Calculus

Suitable Grade Level

Undergraduate Probability and Statistics