Question: Consider the probability space ([0, 1], B([0, 1]), P), where P(A) = 2.x da, A E B([0, 1]), and the random variable X(x) =

Consider the probability space ([0, 1], B([0, 1]), P), where P(A) =

Consider the probability space ([0, 1], B([0, 1]), P), where P(A) = 2.x da, A E B([0, 1]), and the random variable X(x) = x2 1. (a) Find the distribution of X and its characteristic function. (b) Write an example of a random variable Y with the same distribution of X.

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