Suppose a random variable X has cumulative distribution function (cdf) F and probability
density function (pdf) f. Consider the random variable Y = X?b
a for a > 0 and real b.
(a) Let G(x) = P(Y x) denote the cdf of Y . What is the relationship between the functions
G and F? Explain your answer clearly.
(b) Let g(x) denote the pdf of Y . How are the two functions f and g related?
Note: Here, Y is called the translated and scaled version of X.
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