Question: Let Y = |X|, with X N(, 2 ). This is a well-dened continuous r.v., even though the absolute value function is not dierentiable at
Let Y = |X|, with X N(,2). This is a well-dened continuous r.v., even though the absolute value function is not dierentiable at 0 (due to the sharp corner).
(a) Find the CDF of Y in terms of the standard Normal CDF . Be sure to specify the CDF everywhere.
(b) Find the PDF of Y.
(c) Is the PDF of Y continuous at 0? If not, is this a problem as far as using the PDF to nd probabilities?
Step by Step Solution
There are 3 Steps involved in it
Get step-by-step solutions from verified subject matter experts
