Question: Let X be a continuous variable whose range is the entire real line and which has distribution function FX, and let Y = |X|. Then

Let X be a continuous variable whose range is the entire real line and which has distribution function FX, and let Y = |X|. Then for the distribution function, FY , of Y, we have FY (y) = FX(y) − FX(−y), y ≥ 0.

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