4. Let $U$ be a uniform distribution over $[-1, 2]$ interval. Let $X = U^2$, find the cumulative distribution function and probability density function of $X$. (20 points)
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Step 1: The probability density function of $U$ is $$f_U(u) = \begin{cases} \frac{1}{3}, & -1 \le u \le 2 \\ 0, & \text{otherwise} \end{cases}$$ Show more…
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