Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2015/ia/paper-2/3f/b/solution

Condition on the fair coin, taken independent of . For the squared uniform distribution, the cumulative distribution function of is on , giving probability density function . Reflection about gives the probability density function of as . Averaging the two conditional probability density functions produces this mixture model:
There are no atoms at the endpoints; each integrable singularity contributes half the total mass. Equivalently the cumulative distribution function is on the interval.

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