00:01
So in this question we have x is uniform on 0 to 1.
00:07
Now we want to use the cdf technique to get the pdf.
00:09
First of all, y equals x to the one quarter.
00:12
So the probability that y is less than or equal to y is the probability that x to the one quarter is less than or equal to y, which is the probability that x is less than or equal to y to the 4, which is going to be y to the 4.
00:29
Because remember that cdf of x, f of x, is x for x between 0 and 1.
00:40
It's 0 for x less than 0 and 1 for x greater than 1.
00:45
So this is y to the 4 for y to the 4 between 0 and 1, 0 for y less than 0 and 1 for y greater than 1.
00:58
But of course if y to the 4 is between 0 and 1, then y is between 0 and 1.
01:03
So then we can get the pdf of y by taking a derivative.
01:07
It's going to be 4y cubed for y between 0 and 1 and 0 otherwise.
01:16
Okay, now part b.
01:18
W is e to the minus x.
01:20
So first of all, let's find the region of support.
01:23
X between 0 and 1 gives w between...
01:26
So when x is 0, w is 1.
01:30
When x is 1, w is e to the minus 1.
01:33
Now this is the wrong way around, so it should be between 1 over e and 1.
01:39
Now f of w is the probability w is less than or equal to w, which is the probability e to the minus x is less than or equal to w, which is the probability that minus x is less than or equal to log w, which is the probability that x is greater than or equal to minus log w, which is going to be 1 minus log w.
02:07
And this is valid for w between 1 over e and 1.
02:11
0 for w less than 1 over e, and 1 for w greater than 1.
02:17
So then f of w, we just take the derivative and we get...
02:25
Oh sorry, this should be 1 minus minus log w, so 1 plus log w.
02:31
So then taking a derivative, we get 1 over w for w between 1 over e and 1 and 0 otherwise.
02:40
Now let's continue.
02:41
Part c.
02:42
Z is 1 minus e to the minus x.
02:47
Well, we can just use the fact that z is 1 minus w.
02:54
So f, so big f of z is the probability that z is less than or equal to z, which is the probability that 1 minus w is less than or equal to z, which is the probability that w is greater than or equal to 1 minus z.
03:14
So that's f w of 1 minus z.
03:17
So that is going to be.....