How to determine the transformation function between two given random variables
Q: "If a random variable has the pdf : Attachment 24053 find the transformation that would generate this random variable from the standard uniform."
My approach is laid out below, but it's a fail since if I then try to use the transform function against an r.v. that's 'standard uniform' (ie: Y~U[0,1]), I'll generate the pdf for X as above just fine, but the interval is borked (ie: I don't get -1<= x <= 1). What am I missing here?
Attachment 24054<click image to enlarge to human-readable size>
Re: How to determine the transformation function between two given random variables
the limits on your left hand integral are incorrect. you need to integrate the pdf between -1 and x.