Let X have density
f_X(x) = C/sqrt(x), 0 < x < 1.
(a) What is the value of C?
(b) Compute P(1/4 < X < 25/16).
(c) Find the cumulative distribution F_Y(y) and probability density function f_Y(y) of Y = X(1 - X).
(d) Find probability density function f_Z(z) of Z = X^{1/4}.
(e) Find the mean and variance of X.
(f) Calculate the expected value of Z by
(i) evaluating integral from -infinity to infinity psi(x)f_X(x)dx for an appropriate function psi(x),
(ii) evaluating integral from -infinity to infinity zf_Z(z)dz,
(iii) approximation using an appropriate formula based on Taylor series expansion of x^{1/4}.
(g) Calculate the variance of Z and compare it to the approximation using an appropriate formula based on Taylor series expansion of x^{1/4}.