let xuniformpi2pi2 and YtanX Find the distribution of Y let
let x~uniform(-pi/2,pi/2) and Y=tanX. Find the distribution of Y.
let x~uniform(-pi/2,pi/2) and Y=tanX. Find the distribution of Y.
Solution
P(Y y) = P(tan X y)
P(X arctan y) = 1/ *(arctan y + /2 ) =
1/2 + 1/ arctan y,
thus the density of Y is given by fY (y) = 1 /[*(1 + y^2 )] .
