Uniform distribution transform: e^2x

In summary, the distribution of e^2X can be found by using inverse transform and the relation between X and Y, where Y is the random variable with distribution function q(y) = 1/(4y) and range between (0, e^2).
  • #1
TOOP
2
0
X is a uniformly distributed random variable on a [-1, 1] range. (i.e. X is U(-1, 1))
Find the distribution of e^2X:

I feel like it has something to do with the uniform's relation to exponential function,
but i get stuck.

I begin by using inverse transform:
Fy(y) = Fx[ln(y)/2]
fy(y) = fx[ln(y)/2]*[1/(2y)]
fy(y) = 1/(4y)

please help
 
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  • #2
so you have y(x)=e^(2x)

the infinitesimal increment dy is related to the increment dx by dy = 2e^(2x)dx

say the probability to be in the increment dx is p(x)dx, with probabilty distribution p(x)

clearly the probability to be in the related increment dy is the same, so let's call the probability distribution of y, q(y), then we have

q(y)dy = p(x)dx

can you take it from here?
 
  • #3
TOOP said:
X is a uniformly distributed random variable on a [-1, 1] range. (i.e. X is U(-1, 1))
Find the distribution of e^2X:

I feel like it has something to do with the uniform's relation to exponential function,
but i get stuck.

I begin by using inverse transform:
Fy(y) = Fx[ln(y)/2]
fy(y) = fx[ln(y)/2]*[1/(2y)]
fy(y) = 1/(4y)

please help

What exactly do you need help with? It looks like all you have left to do is give the range of y, which should be simple: if X can have values between -1 and +1, what is the range of values of y? Once you know the range, you can check that your result works by checking that

[tex]\int dy \frac{1}{4y} = 1,[/tex]

where the integral is over the range of y that you need to determine.
 
  • #4
not quite, the OP needs to find the distribution function of the random variable Y, based on its relation to the random variable X which is distributed constantly over the region (-1,1)

EDIT: i haven't actually whether the OPs distribution was correct as I didn't follow the steps ;(, however i think i see what's going on now
 
  • #5
lanedance said:
not quite, the OP needs to find the distribution function of the random variable Y, based on its relation to the random variable X which is distributed constantly over the region (-1,1)

EDIT: i haven't actually whether the OPs distribution was correct as I didn't follow the steps ;(, however i think i see what's going on now

Your method will indeed give the same result as the OP's method. (really, they're the same method, just dressed up a little differently)
 

Related to Uniform distribution transform: e^2x

1. What is a uniform distribution transform?

A uniform distribution transform is a mathematical function that transforms a random variable with a uniform distribution into another random variable with a different distribution. In this case, the function is e^2x, where e is the base of the natural logarithm and x is the original random variable.

2. How does e^2x transform a uniform distribution?

The function e^2x is an exponential function, which means that as x increases, the output increases at an increasing rate. This transformation results in a new distribution that follows an exponential pattern, rather than a uniform one.

3. What is the significance of e in the function e^2x?

e is a mathematical constant that is approximately equal to 2.71828. It is often referred to as Euler's number and has many applications in mathematics, including in exponential functions such as e^2x.

4. Can e^2x be used to transform other distributions?

Yes, e^2x can be used to transform any distribution that is continuous and has a finite range. However, the resulting distribution may not always be easy to interpret or use in practical applications.

5. What are some real-world applications of the uniform distribution transform using e^2x?

The uniform distribution transform is commonly used in statistics and data analysis to transform data into a more suitable distribution for analysis. It can also be used in economics and finance to model the distribution of income or wealth. Additionally, it has applications in physics and engineering for modeling various physical processes.

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