Solution

ID: past-exam-of-the-year-1-of-the-computer-science-course-of-the-university-of-oxford/2018/discrete-mathematics-continuous-mathematics-and-probability/8/b/i/solution

For , write the proposed density as . Since the first factor is positive, nonnegativity for all such requires ; if , values sufficiently close to one make it negative. With , the positive tail is integrable only if . In that case normalization requires
Imposing now gives . Combining this with yields
Conversely, these conditions ensure a nonnegative, integrable function with integral one, so they are sufficient as well as necessary. The endpoint is allowed: the density vanishes at the left-hand boundary limit, not on its whole support.

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