Hello,
Let
then
differentiate (don't forget the chain rule ! I'm sure this is where you made your mistake) :
which gives the result the book finds.
Let X be uniform on (-pi/2, pi/2) and let Y = atan(X), a > 0. Find in terms of .
I know how to do this, but somehow I'm not getting the answer that the book has. The book says the answer is but I keep getting .
I think maybe my problem is with the indicator function . I thought this would be equal to 1, but is it possible it is equal to 1/a? Then, the answer given in the book would make sense.