2
$\begingroup$

Suppose that $X$ is a continuous random variable with PDF: $$f_X(x)=\begin{cases} 4x^3 & 0<x\le 1\\ 0 & otherwise \end{cases}$$ and let $Y=\frac{1}{X}$. Find $f_Y(y).$


My approach:

First, find the CDF, $F_X(x)$: $$F_X(x)=\begin{cases} 0, & x\le0\\ x^4, & 0<x\le 1\\ 1 & x>1 \end{cases} $$

Next, find range of $Y$, $Y\in[1,\infty)$,since $x$ can only take on value of $(0, 1]$, therefor, $\frac{1}{x}$ has range of $[1, \infty)$.

With that in mind, attempt to find CDF $F_Y(y)$, but I am stuck here and not sure how to proceed:

$$F_Y(y)=\begin{cases} 0 &y<1\\ ? &1\le y<\infty \end{cases} $$

UPDATE 12/16/2022 I got the limit thanks to the tips from @Ben

$$Y=\frac{1}{X}\\ 0\le x \le 1 \Rightarrow 0\le \frac{1}{y}\le 1 \\ \frac{1}{y}\le 1 \Rightarrow 1\le y \\ 0\le \frac{1}{y} \Rightarrow y\le\frac{1}{0}\Rightarrow y\le\infty \\ \text{therefore, the limit for y is: } 1\le y\le\infty \\ $$

Now to find $f_Y(y)$, I suppose one has to start from CDF $$F_X(x)=\begin{cases} 0, & x\le0\\ x^4, & 0<x\le 1\\ 1 & x>1 \end{cases}\\ \text{ Therefore: }\\ F_Y(y)=\begin{cases} 0, & y\le1\\ \frac{1}{y^4}, & 1\le y\le\infty\\ 1 & y\ge\infty\text{ ?? This doesn't make sense}\\ \end{cases}\\ $$

$\endgroup$
3
  • $\begingroup$ $F_Y(y) = 1-\frac{1}{y^4}, 1\le y<\infty$ and $f_Y(y) = \frac{4}{y^5}, 1\le y<\infty$ $\endgroup$
    – Onyambu
    Commented Oct 17, 2022 at 21:37
  • $\begingroup$ @onyambu how did you get that? $\endgroup$
    – user97662
    Commented Dec 15, 2022 at 8:48
  • $\begingroup$ cdf inverse method $\endgroup$
    – Onyambu
    Commented Dec 15, 2022 at 17:04

1 Answer 1

2
$\begingroup$

Since $Y=1/X$ you have:

$$\begin{align} F_Y(y) = \mathbb{P}(Y \leqslant y) &= \mathbb{P}(1/X \leqslant y) \\[6pt] &= \mathbb{P}(X \geqslant 1/y) \\[6pt] &= 1 - \mathbb{P}(X < 1/y) \\[6pt] &= 1 - F_X(1/y) \\[6pt] &= \begin{cases} 0 & & & \text{if } y < 1, \\[6pt] 1-1/y^4 & & & \text{if } y \geqslant 1. \\[6pt] \end{cases} \\[6pt] \end{align}$$

(Note that in the transition to the fourth line I have used the fact that $X$ is a continuous random variable so that $\mathbb{P}(X=1/y)=0$, which means that $\mathbb{P}(X < 1/y) = \mathbb{P}(X \leqslant 1/y)$.) We then get the corresponding density function:

$$f_Y(y) = \frac{4}{y^3} \quad \quad \quad \quad \quad \text{for } y \geqslant 1.$$

$\endgroup$
6
  • $\begingroup$ Still don't get it. Sure, $P[1/x < y]$. Do I assume $f_Y(y)=4\frac{1}{y^3}$ for $1\le y\le\infty$? $\endgroup$
    – user97662
    Commented Dec 15, 2022 at 9:35
  • $\begingroup$ The hint gets you down to a point where you have a probability statement involving $X$, for which you have the CDF and density. See if you can find a way to re-arrange the inequality in the probability statement to get $X$ on its own. $\endgroup$
    – Ben
    Commented Dec 15, 2022 at 22:59
  • $\begingroup$ I got the limit now: $\endgroup$
    – user97662
    Commented Dec 17, 2022 at 7:08
  • $\begingroup$ attempting to solve CDF of y in update 12/16/2022, but the CDF of 1 where $y\ge\infty$ doesn't make sense. Am I not supposed to substitute the CDF of x with $\frac{1}{y}$ directly? $\endgroup$
    – user97662
    Commented Dec 17, 2022 at 7:36
  • $\begingroup$ You are close, but with a couple of remaining issues. I have updated to give a full answer. You needn't worry about the case $y \geqslant \infty$ since all real numbers are smaller than infinity. $\endgroup$
    – Ben
    Commented Dec 17, 2022 at 9:44

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.