Originally Posted by
ChaosticMoon Hi I have a question about uniform random variable
If X is uniformly distributerd over (a,b) what random variable, having a linear relation with X, is uniformly distributed over (0,1)?
I knew the answer should be very simple, but I don't know how should I proceed. The fact I do know is that the probability density function of the random variable must be
f(x) = { 1 0<x<1
0 otherwise }
But how should I manipulate so that the new random variable would fall into this interval while having a linear relation with X?
One attempt I had was U=(X-a)/(b-a) so that U is in the right interval, but I think U doesn't even have a linear relation to X. So yeah, I'm completely clueless. ]
Thanks.