Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2013/discrete-mathematics-probability-and-continuous-mathematics/9/c/solution

Complete the square in the transformation:
Since almost surely, . For , put . The event is equivalent to . Integrating the given probability density function over both branches at once gives the survival function
Thus, including the tails,
The cumulative distribution function on is . Differentiation gives
Both inverse branches matter: . The endpoint divergence is integrable, and , so no endpoint atom is needed.

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