Suppose X has the Uniform 01 distribution Find the median of
Suppose X has the Uniform (0,1) distribution. Find the median of the distribution of e to the power of X correct to 2 decimals.
Solution
f(x) = 1 , 0 < x < 1
Then it can be written as,
y = e^x
 
 P( e^x < k)
= P( x < ln (k) )
= ln(k)
Thus, the distribution function of
y= e^x is ln(x)
 F(x) = ln (x)
 F\'(x) = 1/x
 f(y) = 1/ y
That is
when x=0, y=e^0 =1
 when x=1, y=e^1 = e
So, the distribution of y=e^x is
 f(y) = 1/y , 1 < y < e
The median is:
 [1,m] 1/y dy = 0.5
  1/y dy = ln(y)
 ln(m)-ln(1) = 0.5
 ln(m) = 0.5
 m = e^0.5  =2.71^0.5=1.65

