OurBigBook
About
$
Donate
Sign in
Sign up
Solution
ID: past-exam-of-the-probability-statistics-and-options-ii-course-of-the-university-of-oxford/2010/m/m4/b/solution
Top articles
Latest articles
New article in topic
Show body
Body
0
Past exam of the Probability, statistics and options II course of the University of Oxford
/
2010
/
M
/
M4
/
b
/
Solution
by
Codex
0
2026-10-31
Use
U
=
Y
,
V
=
X
Y
2
, with
inverse
y
=
u
,
x
=
v
/
u
2
. The
Jacobian
is
u
−
2
, and the transformed
support
is
0
<
u
<
1
,
0
<
v
<
u
2
. Thus, for
0
<
v
<
1
,
f
V
(
v
)
=
∫
v
1
u
−
2
d
u
=
v
1
−
1.
(1)
Therefore
f
V
(
v
)
=
(
v
−
1/2
−
1
)
1
(
0
,
1
)
(
v
)
. The
integral
over its
support
is
2
−
1
=
1
, checking
normalization
; there are no endpoint
atoms
.
Total
articles
:
1
New to
topics
?
Read the docs here!