How to find the density function of a random variable with a given distribution?

In summary, the two questions are asking to find the density function of Z=tan(Y) and W=a+bx, where Y and X are uniformly distributed from -2\pi to 2\pi and 0 to 1, respectively. The first question can be solved by taking the derivative of tan(Y), which is 1/(2\pi(1+t^2)). The second question can be solved by finding the derivative of W, which is a constant of 1/(a+b).
  • #1
nhrock3
415
0
[tex]Y-U(-2\pi,2\pi)[/tex]
find the density function of z=tan(Y)
?

i had a similar question

X-U(0,1)
find the density function of W=a+bx
the solution is
W-U(a,a+b)

how to solve the first question ??
 
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  • #2
Please, tell us what you are talking about!

I think that you are saying that uniformly distributed between [itex]-2\pi[/itex] and [itex] and [itex]2\pi[/itex], but I have to guess that bcause you didn't even say this was a probability question!

nhrock3 said:
[tex]Y-U(-2\pi,2\pi)[/tex]
find the density function of z=tan(Y)
?
What have you done? You know that you are to show what efforts you have already made don't you?

i had a similar question

X-U(0,1)
find the density function of W=a+bx
the solution is
W-U(a,a+b)

how to solve the first question ??
What is the density function for Y?
 
  • #3
it is probability question

the density function of Y is distributed evenly
[tex]
Y-U(-2\pi,2\pi)
[/tex]

i tried to solve it like the example question i showed

but here in tangense i have no idea
because i could find teh density by this
(tan(-2pi),tan(2p))
but this is wrong because if we have an interval mutiplication streches it
subtraction moves it to the left
but tangense
i have no idea
 
  • #4
Since Y itself is uniformly distributed from [itex]-2\pi[/itex] to [itex]2\pi[/itex], its cumulative probability function is [itex]x/(2\pi)[/itex] an its density function is the constant [itex]dY/dx= 1/(2\pi)[/itex]. The density function of Z= tan(Y) is the derivative of tan(Y): [itex]d(tan(x/(2\pi))[/itex].
 
  • #5
you said facts but how you get to them?
the final solution is
[tex]f_z(t)\frac{1}{\pi(1+t^2)}[/tex]
so its like you said

but i can't see a logical way like in the solved example i showed
?
 

FAQ: How to find the density function of a random variable with a given distribution?

What is a density function?

A density function is a mathematical concept used to describe the distribution of a set of data. It represents the probability of a random variable taking on a certain value within a given range.

How is a density function different from a probability distribution function?

A density function is used to describe the probability distribution of a continuous random variable, whereas a probability distribution function is used for discrete random variables.

What is the purpose of a density function in scientific research?

Density functions are commonly used in statistical analysis to understand and describe the patterns and behaviors of data. They can also be used to make predictions and infer relationships between variables.

How is a density function calculated?

A density function is calculated by taking the derivative of a cumulative distribution function. It is then normalized so that the area under the curve is equal to 1.

Can a density function have negative values?

No, a density function cannot have negative values. It represents the probability of a random variable taking on a certain value, so its values must be between 0 and 1.

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