 Solution

ID: past-exam-of-the-probability-statistics-and-options-i-course-of-the-university-of-oxford/2011/s/1/a/solution

T (u) = 2 u - 1

(0, 1)

to the uniform distribution on

(- 1, 1)

. Indeed for

- 1 < v < 1

P (2 U - 1 \leq v) = (v + 1) /2

, whose derivative is the constant density

1/2

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