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Homework Statement
Find the CDF of |X|, given that X is a random variable, uniformly distributed over (-1,3).
Is |X| uniformly distributed? If yes, over what interval?
Homework Equations
The Attempt at a Solution
I found so far that:
Setting Y=|X|
Then: Y [tex]\in[/tex] (1,3)
[tex]F_{Y}(y)=P\left\{Y\leq y\right\}=P\left\{-y\leq X\leq y \right\}= F_{X}(y)-F_{X}(-y)[/tex]
This sums up to:
[tex]F_{Y}(y)= \frac{1}{2}y[/tex]
and differentiating gives the PDF of Y:
[tex]f_{Y}(y)= \frac{1}{2}[/tex]
So it seems Y IS uniformly distributed on (1,3).
My question is, since Y is on a different interval than X, and X is 0 for values less than -1, isn't this the case:
[tex]F_{X}(-y)=0[/tex] for Y [tex]\in[/tex] (1,3)?
If so, then the term disappears in the calculation above, and Y's PDF would be [tex]\frac{1}{4}[/tex]
But tehn this is not even a valid PDF, since integrating over (1,3) doesn't equal 1!
Any ideas?
Thanks!